Arrange Objects Stacking Order by Selection?

I have been looking into the zOrder thing. But I'm not 100% sure that is what I need parse. 

I am trying to stack my objects in the order I have them selected. But of course i'm stuck. 

Odd are - I'll have a lot of objects on the page. But out of all the objects I have 3 selected. Now these objects are scattered through the stacking order. I'd like to probably add my selection to a  new layer in the order I have them selected. 

So, I've started here.

Dim sr As New ShapeRange
Set sr = ActiveSelectionRange

If sr.Count >= 1 Then
ActivePage.Layers("My Selection").Activate
sr.MoveToLayer ActiveLayer ' My selection has moved to it's own layer.

'Here is what I cannot figure out. How to stack my objects in the order I have them selected Under my New layer called "My Selection"

End If