Hi Jasonmerc,
Sorting rules can only be done on Windows Live Hotmail.
If you think the MSN Premium Internet Software should also feature the same, or a similar function, go ahead and send a feedback through the Feedback button at the top of an MSN window. The software engineers get ideas for updates from user feedbacks. That's the way they learn about what MSN users' need.
The MSN Premium Internet Software will surely improve more with user feedback. :-)
Thanks!
Natasha