I needed my pushpins in a certain order, as well.
If you are starting a new file, load them in order, as SpadesFlush mentioned. I have ST2009. When I loaded in the pushpins, they were added to the bottom of my list. From his directions, it would appear that has been reversed. When I updated my maps, (2008 to 2009) I noticed that the custom pushpins seemed to load in random order. I got around that by opening a new map. I then placed a pushpin on the old map, and then copied from the old and pasted it on the new. After I did that, I would open the old map in the new program.
I always saved them as a new file name, in case the new program had unexpected results.