Sorting numbers and letters in columns

Sorting numbers and letters in columns

When I try to sort combination letter/numbers, like S1, S2,S3,S4,S5,S6,S7,S8,S9,S10,S11,S12, anything above S9 will be sorted following S1,, like this: S1,S10,S11,S12,S2,S3,S4,S5,S6,S7,S8,S9, 
I have tried everything I can think of like using "S01" instead of "S1", etc.
How do I fix this? Thanks.