I've found that with lycra shorts you can often order a size lower than you'd usually be. The key thing is that you get quite a snug fit on your legs, when you put them on you should be able to move around without the shorts riding up. Try squatting down or raising your legs to your chest one at a time to test the movement.

Its worth noting that if you haven't bought cycling shorts with "grippers" (slightly sticky stuff around the bottom of the legs) you may find that the shorts move on your legs no matter what the size.

KTeach's advice is good - get a smaller size to compare. It's often worth going to your lbs and trying on different brands and sizes for fit before ordering online or from mail order companies.