That is because "Order" is a reserved word (used when querying "order by"). So you have to do as OriginalGriff says. Put [] around it. You will see it in tou query editorwhen you write a reserved word. It turns blue (at least by default)
SELECT * FROM [Order]
Here is a list over all reserved words in sql:
http://drupal.org/node/141051[
^]
It's a good practice to avoid naming your tables with names from this list..