Go to your Printers folder. (In Windows Millennium, that's Start > Settings > Printers. It will probably be twice as hard to find in XP and 10 times as hard in Vista. Nothing ever gets easier with Windows!).
Right-click on the icon for your printer. Select 'Properties'.
Now things get a bit tricky because exactly what you'll see is specific to your make and model of printer. (i.e. I use a Canon printer, so what I see won't be exactly the same as you do). However, you need to look for a tab which is something like 'Page Setup'.
Once you've found the right tab, there should be a couple of boxes labelled along the lines of 'Reverse Order' and 'Collate'. Depending what's already alongside 'Reverse Order', either place a tick in the box, or remove it, as appropriate. (i.e. reverse the current setting). If you want, you can also change 'Collate' but it's probably best to keep the current setting unless you're sure that you want to change it.
Then click 'Apply' followed by 'OK'.
Chris