If you want a UDF to convert those Roman numerals to Arabic:
I don't remember who wrote this, but I grabbed this a few years ago:
Option Explicit
Function Arabic(Roman)
'Declare variables
Dim Arabicvalues() As Integer
Dim convertedvalue As Long
Dim currentchar As String * 1
Dim i As Integer
Dim message As String
Dim numchars As Integer
'Trim argument, get argument length, and redimension array
Roman = LTrim(RTrim(Roman))
numchars = Len(Roman)
If numchars = 0 Then 'if arg is null, we're outta here
Arabic = ""
Exit Function
End If
ReDim Arabicvalues(numchars)
'Convert each Roman character to its Arabic equivalent
'If any character is invalid, display message and exit
For i = 1 To numchars
currentchar = Mid(Roman, i, 1)
Select Case UCase(currentchar)
Case "M": Arabicvalues(i) = 1000
Case "D": Arabicvalues(i) = 500
Case "C": Arabicvalues(i) = 100
Case "L": Arabicvalues(i) = 50
Case "X": Arabicvalues(i) = 10
Case "V": Arabicvalues(i) = 5
Case "I": Arabicvalues(i) = 1
Case Else
Arabic = "Sorry, " & Roman & " is not a valid Roman numeral! "
Exit Function
End Select
Next i
'If any value is less than its neighbor to the right,
'make that value negative
For i = 1 To numchars - 1
If Arabicvalues(i) < Arabicvalues(i + 1) Then
Arabicvalues(i) = Arabicvalues(i) * -1
End If
Next i
'Build Arabic total
For i = 1 To numchars
Arabic = Arabic + Arabicvalues(i)
Next i
End Function
Then you could use a column of helper cells to get the numeric value and sort
your range by that.