In the Record Source for the form use an SQL statement.

For example:
SELECT * FROM CustomerF ORDER BY LastName, FirstName

Check out the Click to Sort video.  That may be something that would interest you.

In the Order By property you can literally just put:

LastName, FirstName

And if you want it to sort when the form opens, make sure Order On Load is set to Yes. Order By, Filter On Load

Kevin, when I try to add ", FirstName" to my from record source it refuses to save. Richard, I've done that, to no avail.
If it makes a difference I'm trying this in conjunction with the Search As You Type extended cut. I'll attach pictures below. Here's my code for the clear button and it just ignores the FirstName part:
Private Sub ClearSearchBtn_Click()
    SearchBox = Null
    Me.RecordSource = "SELECT * FROM RecipientT ORDER BY LastName, FirstName"
End Sub