Microsoft Knowledge Base Article 824730 contains the following summary:

This article discusses how link target servers are sorted in Distributed File System (DFS) referral responses. In DFS referral responses, link target servers are generally sorted by site, with link target servers in the requesting client computer's site listed first. However, the link target servers may be sorted in random order in the following cases:

The DFS server cannot determine the client’s site. This problem may occur when a DFS server that is not a domain controller cannot contact a domain controller because of name resolution or network connectivity problems.

Note Versions of the Mup.sys file that are earlier than version 5.0.2195.4280 cause the client to select the link target that is on the currently connected DFS server that provides the DFS referral response, regardless of the link target's position in a DFS referral response. This is the case when the DFS server is not in the client’s site, and the client is provided with a link target that is in its local site, and that is also on the currently connected DFS server.
The DFS server determines an incorrect client site, or the DFS server has incorrect site information for link target server names. Sites are determined based on the client’s Internet Protocol (IP) address or based on the target server names.
A domain controller that is successfully contacted has the RestrictAnonymous registry value set to 2.

Note You can resolve this problem by lowering the RestrictAnonymous registry value to 1 or 0. For additional information about this registry value, see the "More Information" section, and click the following article number to view the article in the Microsoft Knowledge Base:

246261 How to Use the RestrictAnonymous Registry Value in Windows 2000

Clients are running Windows 2000 Service Pack 3 (SP3) or later.

Note The link target server list may not be sorted in random order on clients that are running Windows 2000 SP2 or earlier, or on clients that have any of the hotfixes in the following list installed.

For additional information, click the following article numbers to view the articles in the Microsoft Knowledge Base:

304719 DFS Client Does Not Select the Share on a DFS Server in the Same Site

312579 You Cannot Change Folders by Using a Short Folder Name at a Command Prompt

314944 A "Stop 0x50" Error Occurs If a Client Browses to a DFS Share That Has an Incorrect List Entry

322599 DFS Client Computers Stop Responding when Disconnecting from a DFS Share

262289 Invalid DNS Records Are Not Removed

274411 Console and Terminal Services Access to Dfs Share Ignores Site Preference

260857 DFS Site Information Is Not Updated When You Move Server to a New Active Directory Site

285827 DFS and Software Distribution Interaction

282071 Users Are Accessing a DFS Root Replica in a Remote Site