Link Category Sort

You could try using get_bookmarks and then sort the resulting array yourself.

http://codex.wordpress.org/Function_Reference/get_bookmarks

Is there a way to specify what order I want them in?

Guys, use the widget_links_args filter. It’s very easy.

function widget_links_args_filter($args) {
	$args['orderby'] = 'rating';  // Sort links by rating
	$args['order'] = 'DESC';      // descending
	return $args;
}
add_filter('widget_links_args','widget_links_args_filter');

You can paste this code anywhere, such as your theme’s function.php.

I hope this helps.