The order within your folder is controlled by what you have selected under "View": "Sort By", as Saltgrass said. The only other option is to click the title at the top of the columns (date modified: Size:etc) and reverse the order of the whole contents.
This is one of the things that you could do in XP (& Vista?) that was removed from Seven. Don't know why it was done, but it was.
If I want a specific few folders to be at the top I name them with Alt+160 as the first "letter". It gives a blank space. Which, I will add, can occasionally cause problems if there's an exe file in there. But for piccies, toons etc. it works OK.
The story goes that there are changes in Windows explorer, in Windows 8, so we wait and see. Otherwise my usual resonse to such complaints is - get another explorer!. There are several good, and free ones, available.