I'm always trying to think of ways to implement a customizable pic order in the galleries, but I'm not sure it'll ever be feasible. Most galleries won't have a custom sort order defined, so we couldn't make it the default anyway. Instead we default to the date of the pics and then offer other sorting by rank, caption, or number of comments.
Just never been able to think of a way to make it easy on everybody. I'll keep thinking... thanks for the suggestion!