There is no such thing as sorting your objects in the database. And you should not be troubled by it, leave that to the database-engine, and let Mendix take care of the sorting during runtime retrieval.
Also an index is not there for sorting the objects in a table, but for faster retrieval.
Andie,
Do you want the data stored in a certain order in the database table? If so, I am not sure that is do-able. The database server maintains the records according to its own internal algorithms.
Why do want the data stored in a certain way in the database? In other words, what are you trying to accomplish? Maybe the community can provide some ideas about how to do what you want to do.
Mike