Ah, okay, I get what you mean.
I'm assuming that there are no mathematical calculations that are ever done off this column, correct? If you convert them to text, then they will sort exactly as you're after.
To do that, you're going to need to select all the cells, then go to Format Cells-->Number-->Text
The rub is that it still won't work properly until you re-commit any "numbers" to the cell so that Excel can reformat them as text properly. To do that, you pretty much just need to go to the cell, press F2, then press Enter.
If you have a lot of them, then you can do it with a macro:
Code:
Sub RePaste()
Dim cl as Range
For each cl in Selection
cl.value = cl.text
Next cl
End Sub
You still need to set the range as text first, then copy that into a standard module (see the steps in my signature), select the cells in question, and run it.