Go to Tools > E-mail accounts > View or change existing directories or
address books > Outlook Address Book > Change. > Set your sort order there

Signature
Russ Valentine
[MVP-Outlook]
>I have tried to set this in the change function of the outlook address book
> and it is still showing the "select from" list from the first name even
> though I have selected Smith, John. Outlook 2002 and Win XP
> Thank you