Bookmarks.DefaultSorting (Word)

Returns or sets the sorting option for bookmark names displayed in the Bookmark dialog box (Insert menu).

Possible Values are wdSortByLocation - Sorted by location in document, wdSortByName - Sorted by bookmark name.

This property doesn't affect the order of Bookmark objects in the Bookmarks collection.

ActiveDocument.Bookmarks.DefaultSorting = wdSortByLocation 
Dialogs(wdDialogInsertBookmark).Show