Other than writing custom javascript (and that will in turn cause an issue with Ajax refreshes of the page), what you want is not currently possible. However, thinking laterally for a moment, does the data you hold in category HAVE to be a taxonomy? Could it instead be a custom field? Because, with custom fields you have other ways you can order the options (including making a manual list if the options are unlikely to change). The question of which to use depends on whether the site user is going to add more choice values.