All lookup column choices are sorted alphabetically by default. Apparently you will need to use jQuery for that. I've found an article which is very similar to what I followed a while back: http://sympmarc.com/2012/05/11/using-spfilterdropdown-to-reorder-options-in-a-dropdown-on-a-sharepoint-form/
$().SPServices.SPFilterDropdown({ relationshipWebURL: "/", // The source list for the Recommendation site Column is in the root site relationshipList: "Recommendations", relationshipListColumn: "Title", relationshipListSortColumn: "SortOrder", columnName: "Recommendation", CAMLQuery: "<Neq><FieldRef Name='Title' /><Value Type='Text'></Value></Neq>", // Get all values by specifying a non-blank Title debug: true // Debug mode on while we're developing });