You should be able to do this by double clicking the relevant Recordset in your bindings panel, and in the recordset (advanced, not simple) window that opens, select the relevant table from the 'Database items' section
Expand 'tables', select and expand the appropriate table, highlight the (Filename?) column you want to sort by and click the 'Order By' button.
Check the last line in the SQL window (scroll down to the bottom) to make sure you only have the 'ORDER by' code that you want. (It's easy to forget to remove a previous Order by).
Edit: Or just change the 'ORDER by' bit in the page php.