Use a CASE expression in the ORDER BY clause.
DECLARE @Locations TABLE (
LocationName varchar(10)
)
INSERT INTO @Locations VALUES('Africa')
INSERT INTO @Locations VALUES('ASIA')
INSERT INTO @Locations VALUES('America')
INSERT INTO @Locations VALUES('Europa')
SELECT *
FROM @Locations
ORDER BY CASE LocationName WHEN 'ASIA' THEN 0 ELSE 1 END, LocationName
Hope this helps
Gianluca