The correct order of the books is Lone Wolf, Shadow Wolf, Watch Wolf, Frost Wolf. This is evident from the given options, where the first book is Lone Wolf and the second book is Shadow Wolf. The third book is Watch Wolf, which means it comes after Shadow Wolf. Lastly, the fourth book is Frost Wolf, indicating that it comes after Watch Wolf. Therefore, the correct order is Lone Wolf, Shadow Wolf, Watch Wolf, Frost Wolf.