Sidebar lists – NOT alphabetized

Hey there! Newbie here. Just setting up my first WP blog (though I’ve had a Blogger blog in the past).

With most of my sidebar items, they seem to constantly default to alphabetized lists (e.g. Pages, Links I create, etc.). In general, how do I customize the order of these lists myself? For example, when I create links, I have arbitrary orders in which I would like ot place them, instead of having them sort automatically.

Thanks!

FYI, if useful info, I am using the “This Just In!” theme.