We put our Surname at the end, also known as "Last Name" or "Family Name". Usually when you fill in a from, the blank spaces are properly marked so that you know where do you have to put you surname. Normally they ask "First Name", "Surname" and/or "Given Names" if any.
It doesn't make much difference I suppose. My name was written as "Istafa, Muhammad Saad" everywhere in HK. Whereas I used to write "Muhammad Saad Istafa". It's just a format. Even in Cell Phones you have option of "Surname First". It doesn't matter!