here is a solution using flex 4.6

<?xml version="1.0" encoding="utf-8"?>
<s:Application xmlns:fx="http://ns.adobe.com/mxml/2009"
                                 xmlns:s="library://ns.adobe.com/flex/spark"
                                 xmlns:mx="library://ns.adobe.com/flex/mx" minWidth="955" minHeight="600"
                                                                                 applicationComplete="init()">
          <fx:Declarations>
                    <!-- Place non-visual elements (e.g., services, value objects) here -->
          </fx:Declarations>
          
                      <fx:Script>
                                <![CDATA[
                                        import mx.collections.ArrayList;
  
                                        [Bindable]
                                        private var arrayList:ArrayList = new ArrayList();
  
                                        private function init():void
                                        {
                                                  for (var i:int = 0; i < 10; i++)
                                                  {
                                                            var obj:Object = { id: i, name:"name"+i, address:"address"+i };
                                                            arrayList.addItem(obj);
                                                  }
                                        }
                                ]]>
                      </fx:Script>
                      
                      <s:DataGrid dataProvider="{arrayList}">
                                <s:columns>
                                           <s:ArrayList>
                        <s:GridColumn dataField="id" width="50" />
                        <s:GridColumn dataField="name" width="100" />
                                                            <s:GridColumn dataField="address" width="200"/>
                    </s:ArrayList>
                                </s:columns>
                      </s:DataGrid>
</s:Application>

as far as I am aware this is the only way to control the order, if you need to do it dynamically you will need to dynamically create the columns yourself