There is no built-in solution in PowerShell V1 / V2. You will want to use the .NET
System.Collections.Specialized.OrderedDictionary:
$order = New-Object System.Collections.Specialized.OrderedDictionary
$order.Add("Switzerland", "Bern")
$order.Add("Spain", "Madrid")
$order.Add("Italy", "Rome")
$order.Add("Germany", "Berlin")
PS> $order
Name Value
---- -----
Switzerland Bern
Spain Madrid
Italy Rome
Germany Berlin
In PowerShell V3 you can cast to [ordered]:
PS> [ordered]@{"Switzerland"="Bern"; "Spain"="Madrid"; "Italy"="Rome"; "Germany"="Berlin"}
Name Value
---- -----
Switzerland Bern
Spain Madrid
Italy Rome
Germany Berlin