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.