There is no perfect way to burn CD/DVD of photos exported from iPhoto that respect the manual order you define in an album. Whether you burn the CD/DVD directly from iPhoto, or export it first, the burnt CD/DVD does not respect the manual order.
One workaround consists of exporting with Album name as title of the photos. For each photo, a number is added that corresponds to the order of the photo in your album. With this trick, you can preserve the manual order but this has two drawbacks:
Since you may want that numbering to be temporary (or since you may have mistakenly run it in the wrong album), I also wrote this AppleScript that allows you to remove the numbering. Run either of the scripts with the album you want to apply it to selected in iPhoto.
Since there is no way to update iPhoto's library when changing a file's name, it's unfortunately not possible (and would have dire consequences) to directly change the file names using such a script (with a couple more lines telling the Finder what to do). Because of that, you really need to export your album before burning, and can't use this trick to directly burn to CD/DVDs from iPhoto.
I'm sure the way I wrote the scripts is not the most elegant solution, so feel free to go ahead and correct/adapt it.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20070107122959224