I managed to make it work, i forgot to use the Format again in the Order By Cllause:
SELECT DISTINCT Format(CasingOD,"#,##0.000") AS OD
FROM TblCasing
WHERE (((TblCasing.CasingOD)<>0))
ORDER BY Format(CasingOD,"#,##0.000");
Now I am facing a different kind of problem, the record are put in...