Categories are standardly sorted by names. This is how you set a custom sort order:

1. Set sort order numbers to categories: On Manage Categories, click on the Name of the Cateory and the edit form appears. In the field Custom Sort Order you can enter any number that represents the position of the category in the list. Its smart to use decadic numbers (10, 20, 30 …) so you can insert categories in between later (10, 20, 25, 30).
2. Then go to Settings -> File Browser and set File browser category sorting to cat_order. Below you can set ascending or descending order.