For recent programs and programs that are "Pinned" to the Start Menu (those are the ones you see right after clicking the "Start" orb), you can just drag them up and down to change their order.
The programs in the "All Programs" section of the Start Menu ("Start" -> "All Programs") can also be dragged up and down, but only if you haven't turned on the option to keep them sorted alphabetically. To change that option, do this:
- right-click the "Start" orb and select "Properties"
- click the "Start Menu" tab of the properties page dialogue box.
- click the "Customize..." button
- scroll down to the "Sort All Programs menu by name" option and check or uncheck it as desired.