In VB6 the list sorting happens when the value is changed, not when the list is populated, thus you would need to populate the listbox first, then set the sorting to true.
This is an example of having a multiple column listbox where the column can be sorted by any column, depending upon which column you select.
Private Sub listView_ColumnClick(ByVal ColumnHeader As MSComctlLib.ColumnHeader)
listView.SortKey = ColumnHeader.Index - 1
listView.Sorted = True
End Sub