Install plugin and activate it on the Plugins page
Go to the "My Page Order" tab under Pages and specify your desired order for pages
If you are using widgets then just make sure the "Page" widget is set to order by "Page order". The plugin also installs it's own widget with more options.
If you aren't using widgets, modify your sidebar template to use correct sort order: wp_list_pages('sort_column=menu_order&title_li=');