The favorites should not change position, mine do not. You may want to install the latestest IE8, which is what I have
In lieu of a better answer from another later on, you can rename. Just put a 1 in front of the one that has priority and 2 in front of the next and so on.
Option 2: Make another folder call it priority( or something), and put all the important favorites in that one. The order should not change.