Hey Vipersdream,
I ran into the same problem you had and I just figured it out today.
I got it setup at http://www.pambrame.com so you can look at it.
Here is what I did.
First I figured I could reorder the categories using another plugin. So I found and installed the My Category Order plugin. I then proceeded to changing the order.
Nothing happened.
After that, I keep thinking about it and noticed that the owner of the Multiple Category Selection plugin solicits business on his plugin page and doesn’t really bother to give much support for it unless like he says “he needs it” or “you pay for it”.
So what I began to think is that there probably is a really easy way to fix this and if anything, it’s bound to be found within the mcsw.php file that runs the plugin.
There I found within the code on lines 295 and 585 two references that have the following: orderby=name (and here is where it makes sense that you noticed they come up alphabetically).
I tried using the words Category, categories, cats to no avail and that is when I started googling and searching for orderby= wordpress.
I ended up finding what’s called Function references and then tried using orderby=ID ——– That is when something happened. THE ORDER CHANGED.
Not precisely the way I wanted it to, but at least it changed. I continued searching and searching for more references and finally found someone mentioning orderby=order and it made sense.
I tried it and BINGO. It worked !!
So there you have it. In order to modify the order:
1) Install My Category Order plugin
2) Rearrange your Category order with the plugin
3) Open up the mcsw.php file and replace orderby=name with orderby=order on lines 295 and 585.
4) Upload and overwrite old file and your set.
My first contribution on WordPress.org !!! yahoo !!!
