Hi,
You cannot do it from user interface - menu is sorted firstly by weight and secondly by alphanumeric chars...
To change weight edit menu method in common class(file), it should return something like that:
array('CRM'=>array('__submenu__'=>1,'Contacts'=>array('mode'=>'contact','__icon__'=>'contacts.png','__icon_small__'=>'contacts-small.png', '__weight__'=>0),'Companies'=>array('mode'=>'company','__icon__'=>'companies.png','__icon_small__'=>'companies-small.png', '__weight__'=>2)));
Cheers
Paul