How to change link & link category order

Hey guys,

If you visit my site, scroll down and at the right you will see some icons, they are my links.

Whenever I add a new link in any link category it just appear randomly, sometimes at the top other times in the middle of 2 older links. I want to know how to re-arrange the orders, like choose which link to appear at which position. Also, is there a way to rearrange the order of link categories too?

Thanks very much for your time and help.