By default, the first button added to the menu will be the first one highlighted. To choose a different button to be first, select it in the Project Overview window and drag it to the top of the list for that menu.
Note that other than #1 spot, this list has no bearing on navigation order. That is determined by the buttons' actual positions and on any changes you've made using the Navigation tool. Also note that any changes you make to the list's order will not have any effect on the buttons' physical / visual positions.