What does your class do? I think it is inappropriately named, because it may sort itself automatically, like the PriorityQueue class. In which case it is sorted rather than ordered.
What does the merge method do? If your class is already sorted, does it insert all the elements of one list into the current list? Does it maintain the sorting, in which case merging will run in quadratic time? Does it create a new list from the two lists? Have you read about the Collections#sort(java.util.List) method, which gives you a very useful hint?