Use SortFieldNames to specify the fields that should be used to order the records in the dataset. SortFieldNames is only used when CommandType is ctTable. 

SortFieldNames is a semicolon-delimited list of field names. These names are used to generate the ORDER BY clause of the SQL statement the dataset creates to fetch data from a server table. Records are sorted by the first named field, and within that sort order, by the second named field, and so on. 

CommandType 

Representing the Records in a Table 

Specifying the Data to Display using TSQLDataSet