just add ORDER BY fieldname at the end with ASC (ascending) or DESC (descending) at the end. You can have multiple order by fields also, the non-primary fields are used when the primary fields are equal
SELECT * FROM mytable ORDER BY myimportantcolumn, myimportantcolumn2
After the RecordSet is created you cannot sort records in the RecordSet. But I think there is a way to sort them using ASP code. That may reduce the performance. Why don't you sort the records in the SQL statement?