>Leanne, I may be nuts, but I always think that the instructor
>is the expert, and she must have a reason for using that order
>for that workout.
Large-to-small muscle groups is the standard progression for workouts, which is what most instructors use, because it will fit the majority of exercisers (and it assures that you have the energy to work the big muscle groups, and that you don't fatigue the 'helping muscles' before doing the work for the larger muscle groups). But, there are other ways of training, especially to deal with weaknesses,deficiencies and imbalances.
"Priority training" has you work your lagging muscle group first, while you are fresh. It's not necessarily something you want to do every training session, but it can help that muscle group catch up to the rest. In this case, where it's not a muscle group, but a particular exercise that is the stickiing point, I agree that you should try the workout by starting with this move (if you do it right after the warm-up, it won't affect the upper body work very much, and your triceps will have time to recover by the time you get to the tricep section to do the other exercises). If you still have problems with it, you'll then know that it isn't because of fatigue, but perhaps because of some weakness in stabilizing muscles (that are only put to test in that position) or flexibilty or something else.
(Do you have a kettlebell, by any chance? Kettlebell overhead holds are good for working on shoulder flexibility and stabiliy, which might help with this move. If not...just ignore this aside.;-) )
