There are instructions here for sorting more than three columns:
http://www.contextures.com/xlSort01.html#Sort04
If this is something you do frequently, you can record a macro as you
sort the list, then run the macro the next time you need to sort.
You can name the range that contains the list:
http://www.contextures.com/xlNames01.html
Then use that name in the macro, e.g.:
'==============
Sub SortList()
Range("Database").Sort Key1:=Range("H2"), _
Order1:=xlAscending, Key2:=Range("G2"), _
Order2:=xlAscending, Key3:=Range("F2"), _
Order3:=xlAscending, Header:=xlGuess
Range("Database").Sort Key1:=Range("B2"), _
Order1:=xlAscending, Key2:=Range("C2"), _
Order2:=xlAscending, Key3:=Range("A2"), _
Order3:=xlAscending
End Sub
'=====================