Page Order

Yes — and it tends to be theme dependent. Assuming you’re not running a 3.0 friendly theme… Check your theme’s header.php file for wp_list_pages().

Sort options: http://codex.wordpress.org/Function_Reference/wp_list_pages#List_Pages_by_Page_Order

If you are running a 3.0 friendly theme then you can use the custom menu editor instead. More on that here: http://codex.wordpress.org/Appearance_Menus_SubPanel (includes tips for converting/updating your theme)