Add 'page-attributes' to the download post type in Easy Digital Downloads. This adds a "Sort By Order" to the download admin screen, where you can use drag and drop ordering with the Simple Page Ordering WordPress plugin.

gistfile1.php

<?php

function my_child_theme_edd_download_supports( $supports ) {
	// add page-attributes
	$add_support = array( 'page-attributes' );
	// merge it back with the original array
	return array_merge( $add_support, $supports );
}
add_filter( 'edd_download_supports', 'my_child_theme_edd_download_supports' );