In the Browser? It's actually quite simple: click the left-most column in the Browser (the one that has a couple of horizontal lines). Now you can order the documents just like you want them using drag'n'drop.
Sorry ment to post this in the Ulysses 2.0 section.
Thanks for the info. I click the button and it would shuffle things around randomly. I hadn't thought to drag them around in order. This will definalty be more usefull.