I never seem to get consistent resolutions from Excel automatically
determining if there is a header row. It is supposed to pick up on
formatting and I've made first row and column bold to cover that,
but I will try Text to see if that helps.
I avoid the sort icons on the toolbar but if you want to sort on
one column and have the row content go along with the sorted
column you can use the following sequence.
Select a cell in the column to be sorted on
use Ctrl+A (select all), which select all cells on the worksheet
but leave your currently selected active cell as the active cell.
Then use the Sort button.
You can read more about sorting at:
Sorting, Some notes on sorting in Excel Location:
http://www.mvps.org/dmcritchie/excel/sorting.htm