I found the answer here: https://pypi.python.org/pypi/enum34/1.0.
For python <3.0, you need to specify an __order__ attribute:
>>> from enum import Enum
>>> class Shake(Enum):
... __order__ = 'vanilla chocolate cookies mint'
... vanilla = 7
... chocolate = 4
... cookies = 9
... mint = 3
...
>>> for s in Shake:
... print(s)
...
Shake.vanilla
Shake.chocolate
Shake.cookies
Shake.mint