[Steven Zahm]

@ Mike

There is not a built in method to custom order the categories. I do have an alternative solution.

Disable the category sidebar in Market.
Go to the Menu admin page and create a new menu, named anything you wish.
Then add custom URL/s to the menu, one for each category. For example:

http://www.castlehillsshavanoparkba.org/member-directory/cat/castle_hills/
http://www.castlehillsshavanoparkba.org/member-directory/cat/shavano_park/
http://www.castlehillsshavanoparkba.org/member-directory/cat/outside_the_area/

Finally go to the Widgets admin page and add the Custom Menu widget to your sidebar, selecting the custom menu you just created.

You could use a plugin such as Widget Logic or Widget Context to show that widget only when on the directory page.

Hope that helps.