Ok, go to your "leader" unit in the Object Editor and scroll to "Stats - Priority". Enter a value greater than the value of your rest units.
An example:
By default, if you select a Footman, a Knight and a Sorceress, as a team, the first one will be Sorceress, because she has a priority value of 8, while Footman has 6 and Knight has 3. As an example, I wanted Knight to come to front, so I changed his Priority to a value greater than 8 (the highest of those unit types, taken by Sorceress), e.g. 9. Now, the Knight comes first in the selected group of those units :]