Raza, images are copied into the program using the Windows control for such an operation. It should work the same way as when you copy files from one folder into another. Windows works a bit quirky, sometimes transposing the first and last files. Try ordering the files in Windows Explorer (the file manager) the way you want them, click on the top one and then Shift+click on the last one. See if that gives you better results.
Please provide moire details on the Banner Generator wish. What would you like it to accomplish and do you know of a similar utility that you like?