Unfortunately, EndNote will sort all citations one way so to have a single group sort in a different way is not currenlty possible with EndNote.
As a workaround you can do one of two things
I would suggest that you insert the group citation as is then highlight the group and then use the setting in Word to hide this text you could then type the citation group in manually in the order you want.
The other option would be to edit the style you are using to not sort the citations but this will affect all citations in the document. To do this:
In EndNote you can go to Edit > Output Styles > Open Style Manager > locate the style you are using > Click Edit > go to Sort Order under Citations > here change the setting to Don’t Sort > go To File > Save As > (EndNote will not allow you to change the existing style in EndNote but will always apply the change to a copy of the style) Click Save to save the changes to a copy of the style > close the style window. You would the switch styles in Word to the new version.
Once you are using the new style you would then be able to go into the Edit Citation command and use the arrows to move the citations around in the group.
If you would like to see the ability to sort citations individually in a future version of EndNote, You may want to submit a request for a product enhancement on our website.
http://community.thomsonreuters.com/t5/EndNote-Product-Suggestions/bd-p/en-suggest