In xl2003, you can apply data|filter|autofilter to the range and use the
dropdown arrow to sort your data.

Debra Dalgleish has a technique at her site that adds invisible rectangles in
the headers and then sorts the data by that field when you click on one of those
rectangles.

http://contextures.com/xlSort02.html

If you're new to macros, you may want to read David McRitchie's intro at:
http://www.mvps.org/dmcritchie/excel/getstarted.htm

Jack C wrote:

Apparently I can set up a spreadsheet to sort data by placing hot key in the
column indicator cell. (Similar to the newest on top in outlook)
How do I do this??

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Dave Peterson