When you add a list of values to your string parameter from the Add from Field button, it will use whatever sort is on the dimension (when you right click on it in the data window, Default Properties>Sort...). However, once inside the parameter, it's possible to drag and drop the order of the values to the desired order.
Hope this helps!
I am finally back to this discussion! Really sorry I am getting back so late
Tracy, I added dimensions as strings into the Parameter. So, when I right click and "Edit" on a Parameter and the "Edit Parameter" box opens, I see a list of dimension names (not the list of items inside it). E.g. I see Gender, City, Geography and not (Male, Female, LA, NYC, East, West etc.)
For e.g. my parameter control shows a list of dimensions (Gender, City, Geography etc). I have a crosstab which has this parameter in the columns shelf such that the data will be shown by whatever dimension I choose from the parameter list. Now, say I choose Gender, the crosstab will show the data by Gender. Right now, it shows Gender as Male followed Female. Now, I want to set the order of this. I want it to show Female and then Male. I can drag them around in my dashboard view in the crosstab but I have to do this in all the table views. However, when I go back to the Dimensions pane and set the sort order of "Gender", I don't see that change happen when I choose Gender from the Parameter control.