Sorting and Grouping
My other idea, is on the toolbar, there is a sorting & Grouping icon, select this, and make sure this combo box is in that list. If it is but isn't first in this list, select it and then click on the item and hold the left mouse button and drag it up to the top. This will insure the sorting and grouping on this report is first by your combo box, and then it will sort on other items in the order you specified.
Hope this helps.