Changing Link Category order

I wondering if there’s a way to change the order of Link Categories other then the couple options in the “Sort Order:” drop down. I want to custom arrange them as I add new ones. For instance, I want the latest one above the one that was first, and move that one second. If you check out the site, I want Gun Videos first, and keep the order of the other. I couldn’t find anything by searching for this. Thanks in advance.

Shawn