Ordinal regression is an important type of learning, which has properties of both classification and regression. Here we describe an effective approach to adapt a traditional neural network to learn ordinal categories. Our approach is a generalization of the perceptron method for ordinal regression. On several benchmark datasets, our method (NNRank) outperforms a neural network classification method. Compared with the ordinal regression methods using Gaussian processes and support vector machines, NNRank achieves comparable performance. Moreover, NNRank has the advantages of traditional neural networks: learning in both online and batch modes, handling very large training datasets, and making rapid predictions. These features make NNRank a useful and complementary tool for large-scale data mining tasks such as information retrieval, web page ranking, collaborative filtering, and protein ranking in Bioinformatics. The neural network software is available at: http://www.cs.missouri.edu/~chengji/cheng_software.html.