There is a plugin that has more sorting options and allows you to order in which order you wish:

Custom Taxonomy Order NE – http://products.zenoweb.nl/free-wordpress-plugins/custom-taxonomy-order-ne/

Short example about how to use this plugin

Open TERM ORDER settings and select the taxonomy you wish to change order for

Set your custom order and save

This will apply in front end in all the places where taxonomies are listed (search dropdowns, properties list filters, submit dropdowns – if enabled etc)