The only way I can think of is to arrange them by name or size, etc. Else, add them to the playlist in the order you want them.

Youdo realise don't you that if you save a playlist with in LW as an m3u file. Then that playlist can also be opened by most other apps that can open m3u playlists such as Winamp & iTunes. Within those apps you could rearrange the tunes & re-save it.