As an update to alxm's excellent answer above, the line(s) have been moved into a new file. On my hard drive it's in ~/.vim/bundle/nerdtree/lib/nerdtree/bookmark.vim
(I use vundle). In a vanilla vim installation it would most likely be in ~/.vim/plugin/nerdtree/lib/nerdtree/bookmark.vim
.
1. Edit your bookmark.vim file
I commented out the line that starts with call sort...
(line 246), like this:
" This is in ~/.vim/<PLUGINDIR>/nerdtree/lib/nerdtree/bookmark.vim
" FUNCTION: Bookmark.Sort() {{{1
" Class method that sorts all bookmarks
function! s:Bookmark.Sort()
let CompareFunc = function("nerdtree#compareBookmarks")
"call sort(s:Bookmark.Bookmarks(), CompareFunc)
endfunction
2. Quit vim
Exit out of vim because you want to reload your plugins, specifically NERDTree.
3. Edit your ~/.NERDTreeBookmarks file.
Put them in the order you want them in. NERDTree now respects your wishes. Your solemn, heartfelt bookmark sorting wishes.
4. Fire up vim again
Of course everyone already knows this, but I thought this answer needed a fourth step.