how to File.listFiles in alphabetical order?

In Java 8:

Arrays.sort(files, (a, b) -> a.getName().compareTo(b.getName()));

Reverse order:

Arrays.sort(files, (a, b) -> -a.getName().compareTo(b.getName()));

The listFiles method, with or without a filter does not guarantee any order.

It does, however, return an array, which you can sort with Arrays.sort().

File[] files = XMLDirectory.listFiles(filter_xml_files);
Arrays.sort(files);
for(File _xml_file : files) {
    ...
}

This works because File is a comparable class, which by default sorts pathnames lexicographically. If you want to sort them differently, you can define your own comparator.

If you prefer using Streams:

A more modern approach is the following. To print the names of all files in a given directory, in alphabetical order, do:

Files.list(Paths.get(dirName)).sorted().forEach(System.out::println)

Replace the System.out::println with whatever you want to do with the file names. If you want only filenames that end with "xml" just do:

Files.list(Paths.get(dirName))
    .filter(s -> s.toString().endsWith(".xml"))
    .sorted()
    .forEach(System.out::println)

Again, replace the printing with whichever processing operation you would like.