When you present a list of choices to users it should be obvious what order is being used to present the choices. Here's a dialog from the Open Office team. There are a couple things wrong with this dialog but I'll concentrate on the list. I was trying to open a Visio file and I wasn't sure if it was possible. The program recognizes a large set of document types but it's not obvious how I'm supposed to scan the list. Since there is no obvious order I have to scroll through the entire list to check if my document type is there. If the list was alphabetic I could quickly scroll to either "V" or "M" to see if the program is in the list.
The same ordering principal is applicable when entering data. I was recently entering a form where the fields are ordered:
First Name, Last Name
Home Phone
Business Name
Mobile Phone
Home Address
Work Phone
In this case the proper order should be a cognitive order rather then alphabetic. Group all home things together, group all work things and group telephone information. This makes it easier to fill in the data because your brain mentally groups the information.
First Name, Last Name
Home Address
Home Phone
Mobile Phone
Work Phone
Business Name
Business Address
Review your UI choices and make sure the order of controls, lists and screen elements isn't totally arbitrary.