Hold the SHIFT button down while you click on the column headers to sort. Do this on as many columns as you like to create a sorted list completely after your taste!
In the screenshot above, we sorted multiple columns starting by pressing down the SHIFT key. While holding down the SHIFT key, we clicked on the Type column twice to sort it ascending. And still holding the SHIFT key down, we click twice at the Fieldname column to sort that ascending. The result is that the Type column is sorted ascending, and the fieldnames are also sorted ascending within the Types (Check out $MessageID, From, MIME_Version, PostedDate etc.).
When you combine column sorting with column reordering, column grouping and column filtering, you can create almost anything