If you need a custom string sort, you can create a function that returns a number based on the order you specify.
For example, I had pictures that I wanted to sort based on being front side or clasp. So I did the following:
Private Function sortpictures(s As String) As Integer
If Regex.IsMatch(s, "FRONT") Then
Return 0
ElseIf Regex.IsMatch(s, "SIDE") Then
Return 1
ElseIf Regex.IsMatch(s, "CLASP") Then
Return 2
Else
Return 3
End If
End Function
Then I call the sort function like this:
list.Sort(Function(elA As String, elB As String)
Return sortpictures(elA).CompareTo(sortpictures(elB))
End Function)