The taxonomy module uses the taxonomy_term_page function to build the page that list the nodes attached to a term. But the function that really do the query is the taxonomy_select_nodes that is called by this previous function.
So you can implement a custom module and use the hook_menu_alter to rewrite the page callback for the taxonomy/term/%taxonomy_term path using a new function based on the taxonomy_term_page to call your second custom function also based on the taxonomy_select_nodes that changes the query to order the nodes the way you need.
Notice that will change the behavior of all taxonomy term pages.
For more info about how to create a custom module see http://drupal.org/node/361112.