I have just found the answer to my question in case anyone else is
interested.
Apparently, Outlook downloads in alphabetical order of the name which you
have given to the account so the solution is to rename the various accounts
in the order that you want them downloaded.
Microsoft article ID 224416, applies to Outlook Express but the same thing
appears to apply to Outlook.
http://support.microsoft.com/kb/224416/en-us
Geoff