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Default Sorting 5 columns of data based on column A

Hi everyone, hope someone can help me
(I am using Excell 2007, a fairly new user but getting better and better
everyday!)

What I would like to achieve:
I am downloading some data into a spreadsheet daily. Before I can copy it
into my workbook, I need to sort it:
1) Chronologically, by the data in column A, making sure that all the data
in the other 4 columns is linked - Column A only contains 1 row of data
(Time) but columns B, C, D and E can contain between 4 and 20 rows of data
and are linked to column A;
2) Within each "Time" section of column A, the data of column D
Alphabetically, whilst keeping the data in columns B, C and E linked to it.

Example:
Col A Col B Col C Col D Col E
MR 1.35 1 33143 Sydney JJ Quinn
2 600 Paris JG Given
3 72 London E Williams
etc...
MR 6.00
AS 1.50 data data data data
etc...
AS 6.30 data data data data

What it should look like after sorting:
MR1.35 3 72 London E Williams
2 600 Paris JG Given
1 33143 Sydney JJ Quinn
AS1.50 data data data data
data data data data
MR 2.35 data data data data
Etc...


What I am doing instead:
In trying the filter and sort function, all I get is a Sort on the first
column and none of the other columns get linked which is completely useless.
So I have to copy the first lot of chronologically sorted data into my
workbook, and then insert the other sets by copying and inserting blocks of
data in the appropriate time sequence slots which is all very time consuming
and can lead to errors.

Is there a way?
Many thanks in advance
 
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