The problem I am facing is that the items I have added in admin are published in different order on site. i.e I want to say is like this...
In admin
- News
-- Article1
-- Article2
-- Article3

and they are published in this order.
- News
-- Article3
-- Article1
-- Article2

Help me to solve this problem. I want the order of items same in both admin and published site.

You need to write a function to do the sorting...

this is taken from Tutorial 2

function LatestNews($num=5) {
  $news = DataObject::get_one("ArticleHolder");
  return ($news) ? DataObject::get("ArticlePage", "ParentID = $news->ID", "Date DESC", "", $num) : false;
}

$records = DataObject::get($obj, $filter, $sort, $join, $limit);

The "Date DESC" is the part doing the sorting, if left blank, it's using your SiteTree order. ASC order is the default, so "Date ASC" and "Date" are the same. You can sort by "Created DESC" or "LastEdited" or fields in your static $db = array(), etc.