$sub_select = $db->select();
$sub_select->from('messages');
$sub_select->order('message_id desc');
$sub_select->limit(15);
$select = $db->select();
$select->from(array('temp' => new Zend_Db_Expr('(' . $sub_select . ')')));
$select->order('message_id asc');
Doc : http://framework.zend.com/manual/1.12/en/zend.db.select.html