Russ,

First of all thanks for trying to help.  I really appreciate it.

I think I got it to work.  Strange.  I had all the settings correct as you
suggested and it still wasn't working.  Then I noticed that there were two
or three addresses that were sorting correctly.  When I investigated
further, I found that when I pulled up the details on a contact that sorted
correctly versus one that did not, the one that did not had File As - First
Last in the detailed contact info.  When I went to change it by selecting
the down arrow in the contact detail it did not give me an alternative File
As.  However, I was able to retype the name in File As in the correct Last
First order and voila it worked.

I have no idea how some First Last and a few were in Last First, or why
there was no option to change it at the individual detail level.   But that
will have to remain a mystery.  I've spent the time to change all of the
addresses.  I'll pay attention to any new addresses to see if it recurs and
possibly try to determine what caused it.

Thanks again for your help.

Dan