Well... this works only for the title, and not for the columns set in the settings, which are completely ignored.

If you're courageous enough, run this script (from Host :: SQL - don't forget to check "Run as script", and I strongly recommend that you make a backup of the {objectQualifier}GetDocuments procedure before you do that. I tried it using SQL Server 2005 Express, DNN 04.08.04 and Documents 04.00.00, and it worked for me, but if you do that, you'll do it at your own risk!!!):

SET ANSI_NULLS ON
SET QUOTED_IDENTIFIER ON
GO

ALTER PROCEDURE {databaseOwner}{objectQualifier}GetDocuments

@ModuleId int,
@PortalId int
AS
DECLARE @SortOrder nvarchar(2000)
DECLARE @sql nvarchar(max)


SET @SortOrder = (SELECT SortOrder FROM {databaseOwner}{objectQualifier}DocumentsSettings WHERE ModuleID = @ModuleId)

SET @SortOrder = REPLACE(@SortOrder, '-SortIndex', '{objectQualifier}Files.{objectQualifier}Documents.SortOrderIndex DESC')
SET @SortOrder = REPLACE(@SortOrder, 'SortIndex', '{objectQualifier}Files.{objectQualifier}Documents.SortOrderIndex')
SET @SortOrder = REPLACE(@SortOrder, '-Title', '{objectQualifier}Files.{objectQualifier}Documents.### DESC')
SET @SortOrder = REPLACE(@SortOrder, 'Title', '{objectQualifier}Files.{objectQualifier}Documents.Title')
SET @SortOrder = REPLACE(@SortOrder, '###', 'Title')
SET @SortOrder = REPLACE(@SortOrder, '-Owner', 'OwnedByUser.LastName + '' '' + OwnedByUser.FirstName DESC')
SET @SortOrder = REPLACE(@SortOrder, 'Owner', 'OwnedByUser.LastName + '' '' + OwnedByUser.FirstName')
SET @SortOrder = REPLACE(@SortOrder, '-Category', '{objectQualifier}Files.{objectQualifier}Documents.### DESC')
SET @SortOrder = REPLACE(@SortOrder, 'Category', '{objectQualifier}Files.{objectQualifier}Documents.Category')
SET @SortOrder = REPLACE(@SortOrder, '###', 'Category')
SET @SortOrder = REPLACE(@SortOrder, '-ModifiedDate', '{objectQualifier}Files.{objectQualifier}Documents.### DESC')
SET @SortOrder = REPLACE(@SortOrder, 'ModifiedDate', '{objectQualifier}Files.{objectQualifier}Documents.ModifiedDate')
SET @SortOrder = REPLACE(@SortOrder, '###', 'ModifiedDate')
SET @SortOrder = REPLACE(@SortOrder, '-Size', '{objectQualifier}Files.{objectQualifier}Files.### DESC')
SET @SortOrder = REPLACE(@SortOrder, 'Size', '{objectQualifier}Files.{objectQualifier}Files.Size')
SET @SortOrder = REPLACE(@SortOrder, '###', 'Size')
SET @SortOrder = REPLACE(@SortOrder, '-CreatedBy', '###User.LastName + '' '' + ###User.FirstName DESC')
SET @SortOrder = REPLACE(@SortOrder, 'CreatedBy', 'CreatedByUser.LastName + '' '' + CreatedByUser.FirstName')
SET @SortOrder = REPLACE(@SortOrder, '###', 'CreatedBy')
SET @SortOrder = REPLACE(@SortOrder, '-CreatedDate', '{objectQualifier}Files.{objectQualifier}Documents.### DESC')
SET @SortOrder = REPLACE(@SortOrder, 'CreatedDate', '{objectQualifier}Files.{objectQualifier}Documents.CreatedDate')
SET @SortOrder = REPLACE(@SortOrder, '###', 'CreatedDate')
SET @SortOrder = REPLACE(@SortOrder, '-ModifiedBy', '###User.LastName + '' '' + ###User.FirstName DESC')
SET @SortOrder = REPLACE(@SortOrder, 'ModifiedBy', 'ModifiedByUser.LastName + '' '' + ModifiedByUser.FirstName')
SET @SortOrder = REPLACE(@SortOrder, '###', 'ModifiedBy')
SET @SortOrder = REPLACE(@SortOrder, '-Description', '{objectQualifier}Files.{objectQualifier}Documents.### DESC')
SET @SortOrder = REPLACE(@SortOrder, 'Description', '{objectQualifier}Files.{objectQualifier}Documents.Description')
SET @SortOrder = REPLACE(@SortOrder, '###', 'Description')
SET @SortOrder = REPLACE(@SortOrder, '-Clicks', '{objectQualifier}Files.{objectQualifier}UrlTracking.### DESC')
SET @SortOrder = REPLACE(@SortOrder, 'Clicks', '{objectQualifier}Files.{objectQualifier}UrlTracking.TrackClicks')
SET @SortOrder = REPLACE(@SortOrder, '###', 'TrackClicks')

SET @sql = '
SELECT     {objectQualifier}Documents.ItemID, {objectQualifier}Documents.ModuleID, {objectQualifier}Documents.Title, {objectQualifier}Documents.URL, 
                      CreatedByUser.FirstName + '' '' + CreatedByUser.LastName AS ''CreatedByUser'', 
                      OwnedByUser.FirstName + '' '' + OwnedByUser.LastName AS ''OwnedByUser'', 
                      ModifiedByUser.FirstName + '' '' + ModifiedByUser.LastName AS ''ModifiedByUser'', {objectQualifier}Documents.Category, {objectQualifier}Files.Size, {objectQualifier}UrlTracking.TrackClicks, 
                      {objectQualifier}UrlTracking.Clicks, {objectQualifier}UrlTracking.NewWindow, {objectQualifier}Documents.OwnedByUserID, {objectQualifier}Documents.ModifiedByUserID, {objectQualifier}Documents.ModifiedDate, 
                      {objectQualifier}Documents.CreatedByUserID, {objectQualifier}Documents.CreatedDate, {objectQualifier}Documents.SortOrderIndex, {objectQualifier}Documents.Description
FROM         {objectQualifier}Documents LEFT OUTER JOIN
                      {objectQualifier}Users AS CreatedByUser ON {objectQualifier}Documents.CreatedByUserID = CreatedByUser.UserID LEFT OUTER JOIN
                      {objectQualifier}Users AS OwnedByUser ON {objectQualifier}Documents.OwnedByUserID = OwnedByUser.UserID LEFT OUTER JOIN
                      {objectQualifier}Users AS ModifiedByUser ON {objectQualifier}Documents.ModifiedByUserID = ModifiedByUser.UserID LEFT OUTER JOIN
                      {objectQualifier}Files ON {objectQualifier}Documents.URL = ''fileid='' + CONVERT(varchar, {objectQualifier}Files.FileId) LEFT OUTER JOIN
                      {objectQualifier}UrlTracking ON {objectQualifier}Documents.URL = {objectQualifier}UrlTracking.Url AND {objectQualifier}UrlTracking.ModuleId = ' + CAST(@ModuleId AS nvarchar(10)) + '
WHERE     ({objectQualifier}Documents.ModuleID = ' + CAST(@ModuleId AS nvarchar(10)) + ')'

IF NOT LEN(@SortOrder) = 0
   SET @sql = @sql + ' ORDER BY ' + @SortOrder

EXEC sp_executesql @sql

Good luck!

Michael