Outlook 2003, sorting contacts problem

[John]

To the outlook and exchange gurus:

Am connected to an Exchange server.

Have 340 contacts in my mailbox.

I have set them by various categories I arranged them/view them by the
Category field.

When I sort with the "File As" field, all my categories disappear (or
collapse) and now every contact is sorted as "file as".

Is there a way to arrange by a category I setup, like Owner, Tester,
Employee,Company1,Company2,etc. Then sort within each category such as File
As or Last Name,etc. And still maintain my separate categories?

I can organize by categories but how do I sort within categories?

What am I missing?

Thanks,

Jeff