How to assign different z-order to my Interface Builder objects?

with that object selected, goto (menu) Editor>Arrangement> . There will be 4 options with activated appropriate options.

You need to reorder then in Interface Builder. It seems like you're using Xcode 4. So, first, click on the arrow in the bottom left corner of IB to expand the side panel:

Next, click and drag the views that you'd like to rearrange.

The lower an item is on the list from the top of the list, the higher its "z-index".