--test table
CREATE TABLE OrderTest
(id INT,
parentid INT NULL)

--test data
INSERT INTO OrderTest
VALUES 
(1, NULL),
(2, NULL),
(3, NULL),
(4, 1),
(5, 1),
(6, 2),
(7, 2),
(8, 3),
(9, 3)

--query
SELECT *
FROM OrderTest
ORDER BY COALESCE(ParentId,Id), Id