!How do you sort Contacts by last name when clicking "To" in an em

I have walked through all the steps to instruct contacts to "File As" by
"Last, First" both globally and on an individual contact basis. Still, when I
click "To" or "Cc" in an email, the Select Names dialog box continues to sort
by first name - even when I change the "Display as" on the email address to
list the last name before the first.

I'm using Outlook 2002 with Windows XP professional.

Thanks for any help you can provide.

- Steve Caro