You need to highlight ALL the data before you sort. Assume your data
occupies A1 to F100, then that is the range you should highlight, then
click Data | Sort and you will be presented with a dialogue box - you
can specify which field to sort on (in your case column A) and whether
you want the sort to be in ascending or descending order. Click OK once
you have set everything, and your data will be sorted correctly.

Avoid using the sort icons on the toolbar.

Hope this helps.

Pete