1. Page Order - Page attributes module order numerically rather than alphabetically.
http://en.support.wordpress.com/pages/page-attributes/#order
http://en.support.wordpress.com/pages/page-attributes/

2. This approach is for those who have created a custom menu and have added pages to that custom menu.
create a custom menu http://en.support.wordpress.com/menus/
add the pages and sub-pages http://en.support.wordpress.com/menus/#adding-pages
order them http://en.support.wordpress.com/menus/#changing-the-order-of-menu-items-and-creating-sub-menus

If you have a custom menu then you must establish consistency. Check the Pages sub-pages themselves to see if you have established a Parent page and child page “hierarchical structure” in the page attributes module. Remove if required.

Also remove any “order” numbers you have assigned that may conflict with the order you are creating by dropping and dragging. Or simply change them so they are the same order as you establish in the menu. Establish consistency – problem solved