ORDER BY RIGHT('00000'+MyColumn, n)
where n is the length of you column. Ensure that there are enough 0's.
For fast, accurate and documented assistance in answering your questions, please read this article.
Understanding and using APPLY, (I) and (II) Paul White
Hidden RBAR: Triangular Joins / The "Numbers" or "Tally" Table: What it is and how it replaces a loop Jeff Moden