Nope, resistors don't care which direction they go. The LED, on the other hand, cares very much which way it is connected. It also doesn't matter whether the resistor is between positive voltage and the LED, or between the LED and negative voltage.
To add on to what the previous poster said. All a resistor is (for the most part) is just a type of material that conducts electricity at a lower rate and converts some of the voltage into power in the form of heat.