Right click on empty space in any folder, you see the "sort by", instead of clicking in "Date", click on "More..." . Then, is ordered by alphabet order all the options available. scroll to modification date or date modified. (can't remember) . Check that. Then rmb again and select "date modified" for sorting icons. Then go to top menu, Tools, Options, View, hit "Apply to all folders" button. I usually make this in top My Computer or Unit C folder, so I think it applies to all hardrive. The new option should always appear now in right click menu...
Edit: When ordered by date modified, might be happening to you, if disk is very full and fragmented and there are way too many files in that folder, it takes a second to actually auto update the folder and put the newest file at the very beguining. In my win 7 machine is like one second in the very worst case.