>I just found out that in SQL Server, the WHERE clause has to be before the ORDER clause. Can someone confirms me that? If yes, is there a setting that affect that? It is not a big problem for me to adjust the code to support that however.

Yes, SQL Server is picky about the order of the clauses. It expects them in the order shown in BOL

SELECT select_list 
  FROM table_source 
  WHERE search_condition 
  GROUP BY group_by_expression 
  HAVING search_condition  
  ORDER BY order_expression