You can sort by as many columns as you want--just 3 at a time. Do the least
important 3 and work your way to the most important 3.
In xl2003, you can apply data|filter|autofilter to the range and use the
dropdown arrow to sort your data.
Debra Dalgleish has a technique at her site that adds invisible rectangles in
the headers and then sorts the data by that field when you click on one of those
rectangles.