Problem with sorting Pick list which contains number and characters

Problem with sorting Pick list which contains number and characters

Hi All, I use Zoho to manage my real estate business.

Under leads, I have created a custom pick list for Lead Status.
The various statuses read:

0 - ready to convert
1 - Frequent Communication
2 - Interview stage
3 - recent introduction
4 - regular emails

Etc etc.  

When I try to sort this list, it doesn't sort.  There doesn't seem to be a way to "Uncheck" the sort list alphabetically.  Any help here would be much appreciated.