sort by multiple columns

Reporting problem here with the Sort by feature in the custom report builder.

I need to sort by two columns simultaneously.

ie we have a day of the week column and a hour of the day column I want it to show as

Mon 10am

Mon 12pm

Mon 4pm

Tues 11am

Wed 12pm

Wed 3:30pm

instead it shows as:

Mon 12pm

Mon 10am

Mon 4pm

Tues 11am

Wed 3:30

Wed 12pm