How do I order my links by insertion date ?
Meaning, I want the last one I add to be on top, the first line !

Thank you !

If you are talking about the items in dashbaord->Links, Atahualpa doesn't control them, they show up in your sidebars via widgets. Have you looked for a plugin that will do what you want? Your other option is to use a text widget with the exec-php plugin and use the wp_get_links() function (see http://codex.wordpress.org/Function_Reference/get_links) to 'roll your own'

You can also order them by ratings, so maybe he could rate them in the order he'd like them to show up.

I found the plugin « My Link Order » that's doing what I wanted !
Thank you all for you help !