Link order?

Links – Link Categories – Edit a Category
Link Order can be:
Name
ID
URL
Updated
Random
Rating
Name Length

I tried editing by name legth and the links still stay the same on ym blog:

http://www.2006-winter-olympics-turin-italy.com/blog/

Any ideas why they wont change?

Have a look at your sidebar template, you may have to change the PHP that calls up the links.

It will look something like this:
<?php get_links() ?>

This describes what it means:
http://codex.wordpress.org/Template_Tags/get_links