As the English translations are not being published in order here is a list of all the books with their original Swedish publication date to help you.
The titles are listed in the chronological order of the stories.
YEAR SERIES TITLE
1999 Kurt Wallander The Pyramid
1991 Kurt Wallander Faceless Killers
1992 Kurt Wallander The Dogs of Riga
1993 Kurt Wallander The White Lioness
1994 Kurt Wallander The Man Who Smiled
1995 Kurt Wallander Sidetracked
1996 Kurt Wallander The Fifth Woman
1997 Kurt Wallander One Step Behind
1998 Kurt Wallander Firewall
2000 Stefan Lindman The Return of the Dancing Master
2002 Linda Wallander Before the Frost
2004 Kurt Wallander The Grave
2009 Kurt Wallander The Troubled Man
Note that there are three series, and, as characters are mentioned in more than one book, they do overlap.