On Windows Vista,7,8 ICE imports the images into structured panorama in whatever order they were sorted when you selected them. In the file selection dialog you can change the sort order to anything Windows allows "Name", "Date taken", "Date modified",
... and ICE will maintain this order when populating the structured panorama grid.
On Windows XP this doesn't work the same way. Here is a discussion on the ordering under XP:
http://social.microsoft.com/Forums/en-US/ice/thread/a3e0cf0a-23f7-4496-8f81-285a9e34ad5c/#66c6dc9c-624f-4fbd-a2f3-0e54d675fb2a