Hi Paul,
Did you insert sorting order, when you created the attribute under Catalog > Manage Attributes > Attribute ?
You can sort them under Labels, using the value 10, 20, 30, 40, etc... Reason for using values +10, is that if you make mistake, you can use position 11, without having to move the prior 10 positions 
-- Best regards --
Kent Christiansen | Magento Certified Solution Specialist