You need to find the script that runs to generate your report. Somewhere in that script is a sort step. Edit that step's sort options and save. Going forward, that report will sort the way it is set in the script.
If you have FileMaker Advanced, open the script debugger, so you can see the script name that runs.
In addition to scripted find/sort (which can be edited), you might study these methods:
I could never find the the script that I guess should have been created when I created the report and defined the sorts I wanted, but I created a new one that would sort the report data along with a few others bells and whistles to make using the report more user friendly.