Add custom permission to specific module "group" on permissions page
As already said, it would not be a good idea to list a permission implemented by a module together the permissions implemented by another module; it would difficult for users to find the permissions implemented by, for example, custom_module.module, when it is listed together the ones implemented by user.module.

If you really need to change the order used to list the permissions (but then, is it really necessary), then I would suggest to change how the list of permissions is shown: instead of listing them basing on the module implementing it, you could list them basing on different criteria.
To do this, you would need to:


Implement hook_theme_registry_alter() to alter the theme function called when theme('user_admin_perm') is invoked.
Implement your theme function looking at the code of theme_user_admin_perm().


Is it worth doing it? It could be, depending on your customer.
Considering that the first official release for Drupal 7 has been released, and the code for Drupal 7 would change, it is probably not worth doing it. I would rather try to understand why the customer wants to change the order of the permissions listed in the administration page, and explain the reason why changing it is a bad idea; if the customer insists the code needs to be implemented for their own purposes, then I would make him understand that the code should be rewritten when the site passes to Drupal 7, and it is not worth spending time for such changes, when it is possible to use the same time to implement something that  it is really necessary.