You can do this by creating a calculated field similar to the following and using it as the quick filter:
if [Order Date]=[Order Date] then (left(datename('month', [Order Date]), 3) + ' ' + str(datepart('year', [Order Date]))) end
Then, right click on the calculation in the data box and select Field Properties-->Sort... and sort in the correct order.
Hope this helps!
Sorry it took me a few days to try this out. Thanks Tracy, this works great!