Don't know if you are still looking for an answer, but this should work for you:

Select MyColumn FROM

(

SELECT right(replicate('0',5) +CAST(CAST(0.10*100 AS numeric(10,2)) AS varchar(5)), 5) + '%' as MyColumn

Union

SELECT right(replicate('0',5) +CAST(CAST(0.011*100 AS numeric(10,2)) AS varchar(5)), 5) + '%' as MyColumn

Union

SELECT right(replicate('0',5) +CAST(CAST(0.02*100 AS numeric(10,2)) AS varchar(5)), 5) + '%' as MyColumn

Union

SELECT right(replicate('0',5) +CAST(CAST(0.12*100 AS numeric(10,2)) AS varchar(5)), 5) + '%' as MyColumn

) MyTable

Order by CAST(Replace(MyColumn,'%','') as DECIMAL) asc