Try something like this for each question that you want to leave unshuffled:

\begin{question}{nb-ue}
    How many different states were members of the European Union in Jan. 2009?
    \begin{choiceshoriz}[o]
      \wrongchoice{15}
      \wrongchoice{21}
      \wrongchoice{25}
      \correctchoice{27}
      \wrongchoice{31}
    \end{choiceshoriz}

The option [o] is supposed to preserve order.

Sorry, I just waked up some minutes ago :)
This would be the right way:

\begin{question}{nb-ue}
    How many different states were members of the European Union in Jan. 2009?
    \begin{choiceshoriz}[o]
      \wrongchoice{15}
      \wrongchoice{21}
      \wrongchoice{25}
      \correctchoice{27}
      \wrongchoice{31}
    \end{choiceshoriz}
\end{question}

This example was taken and modified from the documentation:

http://home.gna.org/auto-qcm/auto-multiple-choice.en/latex.shtml

This worked for me. Thank you for your help.