To change the order of your categories in your navigation (sidebar, top nav, etc.), you can either get into the code, or use this handy plugin (My Category Order). You’ll need to edit the code that lists the categories to this:

[code]wp_list_cats(‘sort_column=my_order&hide_empty=0′);[/code]

While you’re at it, you may as well get your pages in order, too.