When you create a query, you have the option of specifying a sort order (in
the graphical query builder, you do this by setting the entry in the "Sort"
row under a particular field (or fields) to Ascending or Descending. Once
you say that query, it will always sort the data when run.
The SQL of the query will look like:
SELECT Field1, Field2, Field3
FROM Table
ORDER BY Field1