The Toolbar
Look for the file toolbar.php located in:
/app/code/core/Mage/Catalog/Block/Product/List
Create the Local folder
Create the same folder structure in the local. Now the future upgrades will not affect your changes.
Should be like:
/app/code/local/Mage/Catalog/Block/Product/List
Edit the Toolbar
Now you have to change 1 single stupid line.
Look for:
protected $_direction = 'asc';
to
protected $_direction = 'desc';