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That usually only works with Apple menu bar items, not third-party apps. The third-party apps should add themselves in the order they are opened, beginning to the left of the Apple ones and moving further left as you add apps. You might be able to control this somewhat if you set them to open in your login settings in a specific order...I don't know if it would obey your order or just try to open them all at once, and so the menu bar order would just depend on how long it takes each of them to start up.
 
WildCowboy's right. If you set the third party ones up in your 'Startup Items' in the order you want them (the one that you want on the left being at the bottom and so forth), they will appear in the same order.

Hope this helps.

::20ROGERSC::
 
None of that worked, they're in a different order to the start up list to begin with... I can move only two with the cmd key... They seem to be staying in a sort of order now. The main ones I use are any ways.
 
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