Natural Sorting using VB script

For theory see here (follow the links!). Practical demo

recordset:

Option Explicit

Const adInteger          =          3 ' 00000003
Const adVarChar          =        200 ' 000000C8

Dim sInp : sInp = "Z1,Z3,Z2,Z20,Z10"
Dim aInp : aInp = Split(sInp, ",")
WScript.Echo "A:", Join(aInp)

Dim oRS : Set oRS = CreateObject("ADODB.Recordset")
oRS.Fields.Append "Word", adVarChar, 50
oRS.Fields.Append "Length", adInteger
oRS.Open
Dim sWord
For Each sWord In aInp
    oRS.AddNew
    oRS.Fields("Word").value = Left(sWord, 1)
    oRS.Fields("Length").value = CInt(Mid(sWord, 2))
    oRS.UpDate
Next
oRS.Sort = "Word, Length"

Dim aTable : aTable = oRS.GetRows()
ReDim aOut(UBound(aTable, 2))
Dim i
For i = 0 To UBound(aOut)
    aOut(i) = aTable(0, i) & aTable(1, i)
Next
WScript.Echo "B:", Join(aOut)

ArrayList

Option Explicit

Dim sInp : sInp = "Z1,Z3,Z2,Z20,Z10,E1,D3,C2,B20,A10"
Dim aInp : aInp = Split(sInp, ",")
WScript.Echo "A:", Join(aInp)

Dim oNAL : Set oNAL = CreateObject( "System.Collections.ArrayList" )
Dim oSB  : Set oSB  = CreateObject( "System.Text.StringBuilder" )
Dim sWord
For Each sWord In aInp
    oSB.AppendFormat_2 "{0}{1,4}", Left(sWord, 1), CInt(Mid(sWord, 2))
    sWord = oSB.ToString()
    oSB.Length = 0
    oNAL.Add sWord
Next
oNAL.Sort

ReDim aOut(oNAL.Count - 1)
Dim i
For i = 0 To UBound(aOut)
    aOut(i) = Left(oNAL(i), 1) & CInt(Mid(oNAL(i), 2))
Next
WScript.Echo "B:", Join(aOut)