I'd guess they were named at about the same time, since the Great Dog
is Orion's hunting dog, and it makes a great story all together. And
while it's quite possible that Leo and Scorpio were named first, Orion's
Belt is one of the most easily-recognized star formations in the night
sky, and may have caught people's attention before they thought of
putting together a zodiac.
Not motivated enough to surf to a more definitive answer,
Kennita
Kennita Watson | The bond that links your true family is not one of blood,
kwatson@netcom.com| but of respect and joy in each other's life. Rarely do
| members of the same family grow up under the same roof.
| -- Richard Bach, _Illusions_