This is an old request that I get a lot of times on my themes. Usually posts are ordered by date so all you have to do is change their date. This might not be the solution, because sometimes you want to display the correct date on the frontend (and for some reason you want another posts order).
If this is the case I recommend this plugin: http://wordpress.org/plugins/post-types-order/.
Edit*: I have discovered this one too (it seems to be a bit more flexible and easy to use): http://wordpress.org/plugins/intuitive-custom-post-order/
I made a small video to guide you on this.