You can sort the field by clicking on it in the view and selecting Sort. That will give you a few options to sort by. Hope this helps!
Can you provide a packaged workbook that represents your situation?
You may need a nested sorting: http://kb.tableausoftware.com/articles/knowledgebase/nestedsorting
or something else may be affecting your ability to sort the way you want.
I was finally able to sort, but to do so I had to remove another field from the Filter card. Tableau was giving precedence to that field and would not allow me to sort the field I want to. Once I removed the other field, I could sort. So, perhaps your suggestion to use nested sorting will work.