The Jews divide their Bible, the Christian Old Testament, into three divisions: the Torah or law, Nevi’im (neh-veh-EEM) or prophets and the Kethuvim (keh-tu-VEEM) or writings. Together they are referred to as the TaNaKh. The Tanakh contains all of the books of the Protestant Old Testament but in a slightly different order. 

Christians tend to divide The Old Testament into four divisions: The Law, History, Wisdom and Prophecy. These divisions are mainly for reference. Comparing the Hebrew order with the English it is clear that at some point the books of the Bible were grouped by topic where the Tanakh is likely grouped by the age of the book or time of canonization. We find references to these divisions in the introduction to the apocryphal book of Sirach.

Many important truths have been handed down to us through the law, the prophets, and the later authors; and for these the instruction and wisdom of Israel merit praise. (Sirach, Forward NAB)

Jesus also refers to a three-fold division of the scriptures...

… ‘This is what I told you while I was still with you: Everything must be fulfilled that is written about me in the Law of Moses, the Prophets and the Psalms.’ (Luke 24.44 NIV)

The Hebrew book order presented on the Tanakh page may be indicated in Jesus’ statement in Mathew 23.35

35And so upon you will come all the righteous blood that has been shed on earth, from the blood of righteous Abel to the blood of Zechariah son of Berekiah, whom you murdered between the temple and the altar. (Matthew 23.35 NIV)

The Hebrew book order make these murders the first and last murders in the Bible. (Abel in Genesis 4.8 and Zechariah in II Chronicles 24.20-22.)

The Cannon order of the Old Testament that we have today has its origin in the Septuagint and passed down to us through the Vulgate.  Both are early translations of the Hebrew scriptures.

The Old Testament begins with the story of creation. God creates the world culminating in the creation of Mankind. Through the section that we call The Law, we find mankind straying from the relationship he is meant to have with God. There are stories of judgment and deliverance. During this time the nation of Israel is born and given a covenant that outlines God's expectations for mankind.

The History section is the story of what happens to that nation as it tries to live the law. Not everyone is able to do that and the nation falls apart and the people are taken into captivity.  Those that are faithful are eventually able to return and reestablish a nation that, while not independent of a foreign power is at least autonomous.

The Wisdom section is a collection inspirational literature. The Prophets fit historically into the time of the history section but have one overarching message and that is to remember God and his covenants.

The New Testament authors used what we call the Old testament as their Bible as they were writing the New Testament at the time. To look at how the New Testament writers used the Old Testament see "Old Testament Cited in the New."

The Law
Genesis Exodus Leviticus Numbers Deuteronomy
Joshua Judges Ruth I Samuel
II Samuel I Kings II Kings I Chronicles
II Chronicles Ezra Nehemiah Esther
Job Psalms Proverbs Ecclesiastes Song of Songs
Major Prophets
Isaiah Jeremiah Lamentations Ezekiel Daniel
Minor Prophets
Hosea Joel Amos Obadiah
Jonah Micah Nahum Habakkuk
Zephaniah Haggai Zechariah Malachi