There's a "no dialog" option that will go ahead and sort the records as specified without asking you each time.
If you have a button with a single "sort" script step:
Enter layout mode and double click the button to bring up the button set up dialog.
With The "Sort" option selected, click the specify button to specify your what fields you want in your sort.
Click the perform with out dialog check box to keep the sort dialog from appearing every time you click the button.
If it's part of a script:
Open the script in the Script editor and click the sort script step.
You'll find you have a button for specifying the sort order and a perform with out dialog check box.
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