You can easy setup the menu page order since changeset:2465.

Do this:

• Update PyLucid with: svn up PyLucid09/PyLucid_env/src/pylucid/pylucid_project/
• If you run fastCGI than do a reload with: touch index.fcgi

Then you have a new point "change page order" in the menu under "edit page".

It's similar to the form from v0.8

EDIT:
Here a screenshot how it works:
http://www.flickr.com/photos/jensdiemer/4152920434/