By Default Magento sorts the values in a drop down list alphabetically. If the values are NOT showing up in the order you want you can manually define the positions.
Magento Admin > Catalog > Attributes > Manage Attributes
Find the specific attribute. EX: Size
Click on Manage Label / Options
- By Default all of the values will have a Position of 0
- When a values has the same position value Magento will sort those values alphabetically
Example of sorting the Size values