That is more of a pain than it looks - the Array.Sort method uses the default IComparable implementation of FileInfo, and you can't override it in a derived class, because you can't easily cast up from the FileInfo returned by GetFiles!
You can do it with Linq:
DirectoryInfo di = new DirectoryInfo(@"c:\MyDir");
FileInfo[] files = di.GetFiles("*.xml").OrderBy(fi => fi.CreationTime).ToArray();
But if you are using only .NET 2 that isn't so easy as Linq is not included.
Your only other option is to do it manually: either write your own sort method, or encapsulate the FileInfo into a different class and sort that.