What template are you using, and are you referring to the Navigation Wrapper, or the left and right sidebox columns?
If you mean the main wrapper, then you're looking for tpl_header.php, which can be found in /YOUR_TEMPLATE/common. Search for #navmain and #navmain wrapper. There, you will see the codes calling the links in your navigation wrapper; like this:
<?php if ($_SESSION['cart']->count_contents() != 0) { ?>
::
<a href="<?php echo zen_href_link(FILENAME_SHOPPING_CART, '', 'NONSSL'); ?>"><?php echo HEADER_TITLE_CART_CONTENTS; ?></a> ::
<a href="<?php echo zen_href_link(FILENAME_CHECKOUT_SHIPPING, '', 'SSL'); ?>"><?php echo HEADER_TITLE_CHECKOUT; ?></a>
<?php }?>
You can change the order by editing which ones are called first, but BE CAREFUL to retain the php if/else structure. There is probably a better way to do this, but it would work. Also, you probably know this, but just in case not: You can find almost anything you need to change by going (in admin) to TOOLS>>DEVELOPER'S TOOL KIT. Enter the text/variable/code line you're looking for in the last box, select "all files" from the dropdown, and search. Good luck.