I know that you can do it by editing the report's SQL. I would copy the SQL into a new report, then edit the "order by" line at the bottom. The syntax is somewhat self explanatory. See the example below;
order by
[Incident.Priority] asc, [Process.ProcessStarted] desc
This will sort the report by the priority in ascending order, then by the date is was created in descending order. To sort by start date, then priority, change the order;
[Process.ProcessStarted] desc, [Incident.Priority] asc
"asc" and "desc" determine if it is sorted in ascending or descending order, respectively.
Unfortunatly there is not a way to sort by multiple fields without creating a report from SQL. I hope this helps.