After playing with this for a while I finally figured it out.
The answer provided by duDE is what I expected originally but did not happen...
It is Almost correct but still...
It turns out the "secret" is that when you right click to get the context menu the mouse must be on the first page to be printed.
It would seem that the order in which the selected files are printed is:
1) The file you right click to get the context menu
2) The rest of the files by the order they are displayed in the explorer window.
If multiple ranges of files are selected it is just the same and is not related in any way to the order in which you do the actual selection of the files.