<p>We have a series of drop down controls that determine the sort order of columns.  The problem we are having is when the user selects a column as the 2nd column the other dropdown lists need to have their values changed so that there is only one "2nd".</p>

<ol>
<li>Column A       [1]</li>
<li>Column B       [2]</li>
<li>Column C       [3]</li>
<li>Column D       [4]</li>
<li>Column E       [5]</li>
</ol>

<p>In the list above, when you change Column D to [2], Column B becomes [3], C becomes [4], etc.  I can manage it on the server side but I was wondering if anybody had some clues how to do this on the client side with javascript.</p>

Look at Javascript toolkits like
Scriptaculous
for client side reordering.
You add your elements as "
Sortables
" and code your own callbacks to execute when the items are dragged, then dropped -- such as sending an asynchronous request to the server to persist the new order.
Here is a
full tutorial
on creating sortable lists with Scriptaculous and PHP. For ASP, the client side code will be slightly different, but the process will be similar.