We can use field_functions from mysql for custom sort or Can use CASE, IF,ELSE functionalities in mysql.
i.e:
ORDER BY CASE
WHEN `col` = 'item' THEN 1
WHEN `col` = 'thing' THEN 2
WHEN `col` = 'stuff' THEN 3
WHEN `col` = 'boom' THEN 4
ELSE 5
END

Example:-
1)
SELECT link_path,mlid FROM `rts1_menu_links` order by CASE WHEN link_path="photos/upload" THEN 1 ELSE 5 END,link_path DESC
2)select id from products where id in (4,5,6,7,8,9) order by field(id,4,7,6,5,9,8)

SELECT id, start_date FROM iddt WHERE id IN
('109k7','s3x6','sxmns','wt57')

In Drupal 6 the variable creation logic lives in the /includes/theme.inc file.
The functions of note, located at the bottom of the file, are:

* template_preprocess
* template_preprocess_page
* template_preprocess_node
* template_preprocess_block

These preprocessor functions can be used for altering variables in their areas.
By browsing the function definitions you'll see how the variables are created.

Adding Modules To Drupal installations:-
Extract the code to to your
/sites/{sitename}/modules/{modulename}
or at your localhost at:
/sites/all/modules/{modulename}

e.g download Image module from http://drupal.org/project/image and place it in modules folder
/sites/all/modules/image

After placing module folder in your modules directory you can see and configure it from
http://localhost/admin/build/modules

you can check new module and enable it from this above admin link.
More Info:-
http://drupal.org/node/120641

Module List for Drupal 6:-