I don't have a clue why IE would rearrange them. I have mine in the order I want and they stay that way. I just went in IE and it took me a while to figure out how to get them in aphabetical order. I then rearranged them the way I want and they stayed that way.
Have they always been that way, or this just start happening? On my pc, IE just adds them at the bottom of the list, unless I right click on any favorite and choose "sort by name", then it rearranges them alphabeticaly.