Unfortunately, we have no control of the order podcasts arrive in; this is a default setting in iTunes. You can easily reverse how you view the order date by clicking the "Release Date" tab in iTunes podcast category at the top of the screen.
Within your iPod, however, episodes are listed in chronological order by default. The only way around this is to create your own playlist in iTunes and arrange them in the order you wish to hear the show and then sync to your iPod.
Apple's instructions for creating playlists in iTunes can be found HERE.