i'm not sure what you mean exactly. but:
you can delete the "original" groups or simply rename them.. and make new ones. (just when you delete make sure that you don't delete your contacts too, just put them out of that group folder)
Edit: I just checked and it looks like msn doesn't let you delete groups that have contacts in them..
or .. if you want them in a specific order .. why dont you put numbers infront of the group names like (2Family) (1Friends) ..