It is a confirmed bug, was present in VS 2002 and also now in VS2003.
The workaround is to modify the tabcontrols add range line of code in the Windows Designer code.
This has been mentioned before somewhere on this site, I know this as it was me:)
Can't find the post to detail the exact code line, but if you scroll down you should find it easy enough.
Justy looking at VS 2003 though the range line is not there? Try ordereing the code which adds each tabpage to how you want them.