I think this may be something I can help on. I am using an older version of ddn so my way and your way might be a bit different. I cant answer your question but I can tell you a way to make a report that will give you want you are asking. You must be a super user to do it this way also. Also find the real name that yuo named profile order by clicking on users, then manage user profile properties and then copy the name of the field. For my example I am going to assume that it is ProfileOrder.
Fist go to Host.
Now go to Sql
Copy this into your sql box:
CREATE FUNCTION [dbo].[udf_UserProfileField]
(
@PropertyName NVARCHAR(50)
)
RETURNS @ProfileFieldTable TABLE
(
PortalId INT,
UserID INT,
PropertyName NVARCHAR(50),
PropertyValue NVARCHAR(3750)
)
AS BEGIN
INSERT INTO @ProfileFieldTable
SELECT PPD.PortalID,
UP.UserID,
PPD.PropertyName,
UP.PropertyValue
FROM dbo.Users AS U
INNER JOIN dbo.UserProfile AS UP ON U.UserID = UP.UserID
INNER JOIN dbo.ProfilePropertyDefinition AS PPD ON UP.PropertyDefinitionID = PPD.PropertyDefinitionID
WHERE ( PPD.PropertyName = @PropertyName )

RETURN
END

Select run as script and test/save.
next add the reports module to a page.
then click on settings from the drop down list. and click go.
scroll down to the data sorce settings and make sure it is on the dot net nuke data sorce
in the query box enter this:
SELECT
u.UserName,
u.FirstName,
u.LastName,
u.Email,
ProfileOrder.PropertyValue as ProfileOrder
FROM
dbo.udf_UserProfileField('ProfileOrder') AS ProfileOrder left OUTER JOIN dbo.vw_Users AS U on ProfileOrderl.PortalId = U.PortalId AND ProfileOrderl.UserID = U.UserId

Hit test data source and if it comes back good there ya go.
now scroll down to active visualizer and set as grid.
select the check box for allow sorting and press save.
Now you can sort by clicking on the name of the property.

I think this may be something I can help on. I am using an older version of ddn so my way and your way might be a bit different. I cant answer your question but I can tell you a way to make a report that will give you want you are asking. You must be a super user to do it this way also. Also find the real name that yuo named profile order by clicking on users, then manage user profile properties and then copy the name of the field. For my example I am going to assume that it is ProfileOrder.
Fist go to Host.
Now go to Sql
Copy this into your sql box:
CREATE FUNCTION [dbo].[udf_UserProfileField]
(
@PropertyName NVARCHAR(50)
)
RETURNS @ProfileFieldTable TABLE
(
PortalId INT,
UserID INT,
PropertyName NVARCHAR(50),
PropertyValue NVARCHAR(3750)
)
AS BEGIN
INSERT INTO @ProfileFieldTable
SELECT PPD.PortalID,
UP.UserID,
PPD.PropertyName,
UP.PropertyValue
FROM dbo.Users AS U
INNER JOIN dbo.UserProfile AS UP ON U.UserID = UP.UserID
INNER JOIN dbo.ProfilePropertyDefinition AS PPD ON UP.PropertyDefinitionID = PPD.PropertyDefinitionID
WHERE ( PPD.PropertyName = @PropertyName )

RETURN
END

Select run as script and test/save.
next add the reports module to a page.
then click on settings from the drop down list. and click go.
scroll down to the data sorce settings and make sure it is on the dot net nuke data sorce
in the query box enter this:
SELECT
u.UserName,
u.FirstName,
u.LastName,
u.Email,
ProfileOrder.PropertyValue as ProfileOrder
FROM
dbo.udf_UserProfileField('ProfileOrder') AS ProfileOrder left OUTER JOIN dbo.vw_Users AS U on ProfileOrderl.PortalId = U.PortalId AND ProfileOrderl.UserID = U.UserId

Hit test data source and if it comes back good there ya go.
now scroll down to active visualizer and set as grid.
select the check box for allow sorting and press save.
Now you can sort by clicking on the name of the property.