Content types ordering in a document set

One of the new capabilities of SharePoint 2010 is the "Document Set" feature. Document Set enables users to group multiple documents, that support a single project or task, together into a single entity. All documents in a Document Set share the metadata and the entire set can also be versioned.

There is a minor issue if  selecting multiple content types into a document set while configuring the document set settings, and chose the content types, --- SharePoint places them alphabetically. Crazzy rite...?

If we don't want the document content types to be available on a library level, only inside the document set we canyt do it On a library level. We can configure this after a document set is created in the library (through 'change new button order'), but how can this be done on the content type level? good question right...

I fixed it in a tricky way - I created a document set by adding one content type at a time and saving it.

As part of creating a document set of 3 content types (First, Second , Last) in the given order 

1. I created a document set content type (MyTest) by adding content type First. Then saved doc set.
2. I opened that doc library and added MyTest content type to it
3. Created a test document set of type MyTest. Removed the test doc set
4. Opened document set content type (MyTest)  and added next content type Second. Saved it
5. Created a test document set of type MyTest. Removed the test doc set
6. Opened document set content type (MyTest)  and added next content type Last. Saved it

This worked perfect