I don't think you can sort more than 3 columns at a time, but one way round this is to concatenate columns. It depends what data you have.
If entries in a particular column are all the same length then great, but if the data is of variable length then you will need to add something to make them a consistent length. For numeric data, just add the value to a fixed big number (say 10000000, because then it is easy to read).
For text data you need to add a series of spaces. One way to do this is:
=(A1 & left(" ",(50-len(A1)))
where A1 is the text data and there are 50 spaces between the inverted commas.