> Sorry for asking what is probably a dead simple problem.
>

Most likely.

Have you set up your dataset for different ordering criteria?
If not, double click on the database object, click on Ordering, click on Create, select the columns
you want the dataset to be ordered by and click OK. The rest will be don by IBO.
Now when you click on a column header, the dataset will be reordered.
There's more to it but this will get you going.

Florian