If you remove the Outlook Address Book service from your mail profile and
then re-add it, does the order change? I believe the Address Book's "Show
names from the" drop-down is affected by the order in which the address book
service was defined in relation to the Exchange account in the mail profile.
You can also, in the Address Book interface, click Tools>Options and modify
the "Show this address list first" drop-down to display your Contacts folder
by default when the Address Book is opened.