SQL Query Problem? Retrieving is not in order?

Table Name is Student. column is stu_id, stu_name and importance. In database i stored data in Importance as H,L,M. H-high, L-low, M-Medium. I want to retrieve data as order like High,Medium,Low. If i use ascending it display like High,Low,Medium (or) descending Medium,Low,High. So please sent me query for display like High,Medium,Low .