Can you please say what exactly you mean by "lexicographic order"?
As i can see from neerc.ifmo.ru tests, standart C# comparison doesn't fit; and real used order is not so obvious. So i should know what to implement.
Why NTFS_W98 comes after NTFSDOS?
Why ~INTRO comes after CONTENT?

PS: I think that my code is shortest :p
--
using System;
using System.Collections.Generic;

namespace Task1067 {

    class Directory {

        private Dictionary<string, Directory> SubDirs;

        public Directory() {
            this.SubDirs = new Dictionary<string, Directory>();
        }

        public void ProcessSubdirs(Action<KeyValuePair<string, Directory>> Processor) {
            List<string> Keys = new List<string>(this.SubDirs.Keys);
            Keys.Sort();
            foreach(string Key in Keys) {
                Processor(new KeyValuePair<string, Directory>(Key, this.SubDirs[Key]));
            }
        }

        public void AddDir(Stack<string> DirectoryNames) {
            string Name = DirectoryNames.Pop();
            if(!this.SubDirs.ContainsKey(Name)) this.SubDirs[Name] = new Directory();
            if(DirectoryNames.Count > 0) this.SubDirs[Name].AddDir(DirectoryNames);
        }

    }

    class Program {

        private static void PrintSubdirs(Directory Dir, int Depth) {
            Dir.ProcessSubdirs(delegate(KeyValuePair<string, Directory> kvp) {
                Console.WriteLine(new String(' ', Depth) + kvp.Key);
                PrintSubdirs(kvp.Value, Depth+1);
            });
        }

        static void Main(string[] args) {

            int Count = int.Parse(Console.ReadLine());
            Directory RootDir = new Directory();
            for(int i=0; i<Count; i++) {
                List<string> PathComponents = new List<string>(Console.ReadLine().Trim().Split('\\'));
                PathComponents.Reverse();
                RootDir.AddDir(new Stack<string>(PathComponents));
            }

            PrintSubdirs(RootDir, 0);
        }
    }
}

^^