My example just sorts on that field, and does not retain the previous sort or allow you to sort at multiple levels.
So if you have firstname,lastname and the values are
firstname: Al, Bob, Cindy
lastname: Zebra, Franken, Gobi
Sorting by firstname gets you Al Zebra, Bob Franken, Cindy Gobi or Cindy Gobi, Bob Franken, Al Zebra
lastname gets you Bob Franken, Cindy Gobi, Al Zebra or Al Zebra, Cindy Gobi, Bob Franken
etc. etc....
It's not going to keep the first name sort and then the last name sort in that order. And why would you want it to?