In crystal Report 2008 you have this option.
You have to add what are the fields you want to sort in Record Sort Expert
from there You can use in the report

You Have This Feature in Crystal Report 2008 My Dear Friend

To sort a report, choose Report -> Record Sort Expert from the pull-down
menus, or click the Record Sort Expert button on the Expert Tools toolbar. This displays the Record Sort Expert dialog box.

The left Available Fields box shows all the report fields that you’ve placed on the report,Choose one or more fields to control how you want your report sorted. Simply double-click the field you wish to sort on,or select the field and then click the right arrow button

then

Choose Insert ->Sort Control from the pull-down menus. The Sort Control dialog box will appear. Select the sort field you wish to bind the new text object to and click OK

Follow This Method and Check it