Order of Address List

I can easily alphabetize the names in my address book in Outlook
Express but when I create a "group", I cannot seem to get the list in the order I need. It seems to pick up the first name or other name and I don't see a function to change this. Initially the group is added in correct order. Any suggestions?
Thanks much!

 

I posted this back in January and don't think I saw an answer.
I just tried it again and when I added the names to a new "group" in last name order and when I looked at them after I accepted the group list they were in first name order and I don't see how to reorder them.
Mail items sent to this group, of course, are sent out by first name, which confuses people. I guess I could send blind copies and no one would see anything but this particular list, the people like to have the other email address.
Thanks much!