Read HOW TO: Understand and Configure Folder Formats
In the Folder Format (or in Folder Options) you specify the sort order on the Columns tab. There is a Sort column there. You can also sort by several columns by holding down the Ctrl key as you click on the Sort column for any of your displayed fields. The first click adds the column in the default sort direction, the next click reverses the sort direction, and a third click completely removes the field from the sort order.