Looking at table on http://msdn.microsoft.com/en-us/library/y1z022s1%28v=vs.80%29.aspx#_core_collection_shape_features
I can not see a MFC collection for the purpose I n
Use an array and store the index in the array as an element of your value. Use another CMap for fast hash access if you need. The maps i know and heared off all d o not support an Order Index number.