We introduce the notion of a properly ordered coloring (POC) of a weighted graph, that generalizes the notion of vertex coloring of a graph. Under a POC, if $xy$ is an edge, then the larger weighted vertex receives a larger color; in the case of equal weights of $x$ and $y$, their colors must be different. In this paper, we shall initiate the study of this special coloring in graphs. For a graph $G$, we introduce the function $f(G)$ which gives the maximum number of colors required by a POC over all weightings of $G$. We show that $f(G)=\ell(G)$, where $\ell(G)$ is the number of vertices of a longest path in $G$. Another function we introduce is $χ_{POC}(G;t)$ giving the minimum number of colors required over all weightings of $G$ using $t$ distinct weights. We show that the ratio of $χ_{POC}(G;t)-1$ to $χ(G)-1$ can be bounded by $t$ for any graph $G$; in fact, the result is shown by determining $χ_{POC}(G;t)$ when $G$ is a complete multipartite graph. We also determine the minimum number of colors to give a POC on a vertex-weighted graph in terms of the number of vertices of a longest directed path in an orientation of the underlying graph. This extends the so called Gallai-Hasse-Roy-Vitaver theorem, a classical result concerning the relationship between the chromatic number of a graph $G$ and the number of vertices of a longest directed path in an orientation of $G$.