Hi Mark.
I had the same issue and, through trial and error, think I may have found the solution - at least for MobileMe (I haven't used the Facebook publishing yet).
If you log in to your MobileMe photo gallery web app at
http://www.me.com/ then you get a list of your albums down the left side. You can drag each album up and down the list to order them.
(not sure if the next step is actually required or if you just need to wait a bit...)
Next, open up your iPhoto app and let it sync the new MobileMe album order.
Finally, go to your gallery page on the web at
http://gallery.me.com/your_username and hopefully you should see the albums appear in the order you set.
If they still appear in the wrong order, try refreshing the gallery page, clearing your browser cache etc...
Hope this works for you.
C.