Are there any rules to follow considering the order of loadmoule statements? I had some trouble as described in http://www.litestep.net/index.php?section=4&action=view&catId=3&id=729 which stopped after changing the order. I think I read somewhere that one should load the desktop module first or at least before popup or some kind of vwm, but it didn't worked. Right now I am loading it _after_ popup/vwm. And it seems to work. Any guesses, tricks, hints?

Load order does determine where items get loaded in the 3D space that is the desktop. Load order can also determine module dependencies.

I think it's better to load your desktop module first or right after grdtransparent, if you use it.
The LoadModule sequence is important for modules interoperability (when hooking modules to another, for example)

As a rule of thumb, load your desktop module first. Other modules will try to find the desktop window and obviously can't succeed if the desktop module isn't loaded yet. Only change this if you have z-order problems.
Then there are modules like lsbox which has to be loaded after modules it is supposed to !hook into boxes, but the modules' readmes should always include such details.

First loaded ends up ontop. Good to know if you want for example chronos over a shortcut without having to make the shortcut transparent. OnTop overrides this of course. This goes for shortcut2.dll internally also, that is the first shortcut defined ends up ontop of other shortcuts.
Just don't remember (as they have already said) that some modules that depend on others should be loded first.