Exporting to Excel

Hello,

I have a form the has the Customer name in two fields Last Name/Entity and
First Name. In the query I have it set to place both fields into one so on
the report it all show in one place. This works fine and looks great.
However, when I export to excel and sort the name field in alph order it
seems to sort the entity name in alpha order first then it sorts the customer
name in alpha order. I have the report sorting by customer name so I am not
sure why it is doing this or if that is how it is suppose to work. What I
would like is when I export and sort by name to have ALL the name customer
and entity sort in alpha order together. Is this possible?

Thanks!!