Hi,
Here is another approach, suppose you want to short by columns A, B, C, D
where A is the most important and D is the least important (meaning the 4th
level), and suppose you have titles on row 1 and not data directly adjacent
to the sort area that you don't want sorted.
Put you cursor in any single cell of column D and click the Ascending Sort
button. Then put your cursor in C and repeat. Continue, ending with column
A. In other words sort once in each column working from the least important
to the most important.
In 2007 you can sort 64 levels deep with the Data Sort dialog box, which is
one of the many improvements to the sort area.