Hi Chuck,
Shouldn't it sort automatically in the report?
I believe you just have to change the display format by applying a custom format, Right click on the Order Date & Time column, select Format Number, in the window that pops up, click on Date/Time and select a date format you want to use 9/21/2004 (sample value I see which is of M/dd/yyyy format).
If you dont want the "/", after selecting this format, click on Custom to bottom left and update the format to MMddyyyy, click Add and OK.
Thanks,
Mahboob Mohammed