There is absolutely no requirement as to the order of lightning the shamash and or the candle that you are using to light the menorah.
Moreover we (the Rav, and those that follow his psak) do not have nor use a shamash. The explanation is that the need for a shamash is to make sure you are not using the light of the menorah. But today with the advent of electricity, we rely on the lights that are on in the room and use them thereby making the shamash superfluous.