Hi RickHan1 and welcome to our forum!
I'm assuming you are using the SharePoint List Adapter. Sorting the contents requires that they are sorted on SharePoint, or you can add an xsl:sort tag to your view.xsl. The latter is a manual tweak to the view.xsl in your form which will require extracting it and modifying it by hand. It will also require an xd:preserve code block. I don't recommend it.
Another option is to load the values into a secondary data source and then sort them in code. If you have InfoPath 2003 take a look at the jscript code in the Asset Tracker solution which includes some sort functionality.
Good luck!
Patrick Halstead
Project Manager at Qdabra