I have a table like so:
keyA keyB data
keyA and keyB together are unique, are the primary key of my table and make up a clustered index.
I believe that SQL Server orders it exactly the way you tell it. It assumes that you know best how to access your index.
In any case, I would say it's a good idea where possible to specify what you want exactly rather than hoping the database will figure it out.
You can also try it both ways, run a bunch of representative queries and then compare the generated execution plans to determine which is best for you.