So you can see what you're doing go to the Options menu and make sure Show Object Order is checked. Select the menu item you want to move and then go to the Edit menu then Object Order -> Move Forward or Move Back. Keyboard is the quickest way - Ctrl+Page Up to move forward and Ctrl+Page Down to move back. Movement may seem counter intuitive .. lowest layer takes precedence .. just watch the numbers. I don't know if there's a way to do this manually i.e. just by numbering the menu items once you get your project set set the way you want it. So I guess I'm not really answering your question but hope this helps.
The Object Order on the Edit menu refers to the layer of the objects not to the sequence in which they are selected when you use the arrow keys on the remote control.
I have for example a menu with 2 rows of 3 thumbnails on each row. Below that I have a Back button at the left and a Next Page button on the right. When I come to this page, the top row left thumbnail is selected. If I press the left arrow key on the remote 3 times the selection will move to the Next Page button instead of dropping down to the second row of thumbnails, to the left most item.
This is similar to the Tab order that Windows uses to move the focus among controls.
I believe that this is Will meant when he posted the question and definitely it is what I meant when I joined in.
In my understanding, the top most object will be the one first selected when you enter (or re-enter) the menu - and you can define it.
The movements, using the arrows, is not user definable in DVDA. DVDA assign the order based on their location on the menu. It is one of the "requested" feature for future releases by many.