When I have, for examples, several columns of data, and I highlight one
column and click to sort that one column, I Always get a pop-up window with
the title 'Sort Warning' that asks me if I really meant to do that, or if I
wanted to include the other text nearby.

Is there any way to remove that pop-up? I've yet to ever use it and I'd
rather not have to keep closing it if possible.

Any help that you can provide would be great.

Thanks.
Matt