Sorting Folders: FAVORITES The Individual Sites And Subfolders

When I go to START - FAVORITES the individual sites and subfolders appear in one list alphabetically. When I go START and right click on FAVORITES to open it in a window, the folders appear first alphabetically and the individual sites next on the list. The same thing happens when I have a site open and go to FAVORITES from the menu bar. The list is sorted first by folders and then by individual sites. I would prefer to see them listed as the second and third examples show but I cannot get the first one to sort that way. Pretty picky I know, but it is Wednesday after all.