You might also want to try Auto Filter. It won't sort your data, but it can filter out rows for artists you're not looking for.
Before you set-up auto filter, make sure that there are no blank rows for the data range you want to filter. Next, Click on the row with the column headers (a.k.a. labels), then click on the Data Menu, Filter, AutoFilter. Little boxes with triangles will appear next to the header for each Column. Click on the little box for the column you want to filter. The box will show you all the values that are in that column and clicking on one of these will hide all the rows that do not meet your selection. Clicking on the little box again and selecting (All) will restore your list back to displaying every row.