Sorry I don't have PhotoStory, but other Magix programs I use follow the Windows convention -- If you drag in a group of images etc, the order is the same as currently shown in a Windows Explorer window. Eg if you have items sorted there by name they will be added in alphanumeric order; if you have the folder sorted by date, then that will be the order.
I think the only way around this operating system 'feature' is to bring items into your project one at at time.