Ah, gahooa var så nära:
SELECT * FROM currency_codes
ORDER BY
CASE
WHEN code='USD' THEN 1
WHEN code='CAD' THEN 2
WHEN code='AUD' THEN 3
WHEN code='BBD' THEN 4
WHEN code='EUR' THEN 5
WHEN code='GBP' THEN 6
ELSE 7
END,name;