Is the order that important to the series? It seems like each episode will be more or less unrelated to the other (except for the above mentioned finale).
The episodes will probably be in order on the DVD. Marketing in the US of a UK show caused them to panic and make the Winslet Episode (#3) the first one shown. It's a double-edged sword. #3 might draw more US viewers in, but it could also confuse them a bit since I understand that some of the set up material occurs in the "real" Episode #1.
Time will tell.
I loved the show, but I can see why for some others it might have to become an acquired taste.
Wasn't the real #1 shown second on the BBC, and they showed the Ben Stiller episode first, but it was really the second episode? Who's on first, again?