"First" and "Second" don't really exist to the scheduler. It runs tasks in whatever order it can best fit them on the system.
If you need tasks to run in a specific order, you need to add Dependencies between your tasks. To do so in the UI, go to the Task List page of your job, click "Dependencies," and create a series of ordered groups. Then none of the tasks in Group 2 will run until all of the tasks in Group 3 are finished.
Thanks,
Josh
-Josh