1.  If you want to use the "sort index" to sort documents, you need to use the module settings page and add a "sort index" sort order.  The default sort order is by title.

2.  If unregistered users cannot view the documents in your documents module, then it is probably because the unregistered users role does not have access to the files you are referring to from the documents module.  Go to file manager (in the admin menu) and check the permissions on the folder the file(s) are in - you need to add view permissions for "all users".