It appears that the second link that Gerigto provided would be closest to
what you desire - you'll need to modify it to deal with the range you need
sorted.  Recording a macro while you actually perform a sort will give you
the code you need.

Now, to make it a true auto-sort when existing data within the range
changes, you'll need to get the code into the worksheet's _Change() event
handler and do some testing to see if the change took place within the range
to be resorted.

If you need help with that, post back.  If you do, also explain a little
more about your definition of "change" in this context  - do you mean just
changing existing entries, or also deleting/adding entries to the columns
involved?  Deleting shouldn't be much of an issue - presumably the list would
remain sorted, but adding new entries would very likely create a need to
resort.