Order of Page Links – Side Bar

I have created a new Photography blog; but One thing which I can’t figure out – and need some expert advise please, is the order of the page links.

One the left side – side bar – I have about 5 or 6 different page links – but they are all mixed up.

What I would like is this order, as below:

Main
About Me
Photo Album
Contact

But how do I do it? I note under each individual page in the Admin panel, you can set a number for the page order – but I have done that, and it doesn’t seem to do anything. As Main – for instance I have that set to “0” but Main is the third one down from the top. I would like it to be first.

Any ideas – greatly appreciated.