Though sorting by date instead of alphabetically for date columns obviously is an even better way to improve the situation...)
The date sorting is supposed to be in date order not alphabetic. Please have a close look and be careful that you do not have multiple sort columns that take precedence over the date column in question (hint: double click column heading to set column as first sort column).
If you are not happy with the ordering, can you let us know which columns and maybe an example screen-shot or something.