OK, I found the problem. I didn't realize it, but the report already had a sort order in it. So naturally even if there's one in the stored proc, it's ignored if there's one in the report. I upgraded the report from an MS Access report. I've never worked with Access reports, so I had no idea it was there.

I feel really stupid asking you all this question, since the problem was in the report to begin with. I'm sorry, everyone.