Cannot sort columns as a group

Hi,

I am trying to sort the columns using Sort by, Then...

I go to DATA | SORT, when I pull down the "Sort by" column, not all the columns are listed. 

When I click on the column one by one, first few columns has the "Table Tools" tab, but "Sort" is disabled. While the rest  don't have the "Table Tools" tab, but the Sort is enabled. Seems like there are 2 sets of tables. Or the type of the columns are different. 

Can you please advice how I can change the setting of the columns so that they become the same type or in the same table so that I can use the SORT for all columns?

Thanks in advance. Your help would be greatly appreciated!