Sorting with Multiple fields

Sorting with multiple fields doesn't seem to work on my Creator application the way I expect it to.

My sort specifications are: Last Name, First Name, Captain

I expect my data to first be sorted by last name, then first name within last name, then by the "Captain" field which just contains an "X" in it without changing the Last Name, First Name sort order that previously had been executed.

What happens is that the data is sorted by the Captain field, but the data is not in Last Name, First Name order but in the order that records were entered.

Any thoughts about this?