I wouldn't know if the following actually works or not since I've been unable to figure out why my options (except "case sensitive") are grayed out. Using Office 2000 / Windows 2000 / Sorting language = English U.S.
But, in case you want to test it on a few entries, here it is...
Before initiating the sort, place nonbreaking spaces between all combinations such as:
Dr. John E.
Walsh, Jr.
so that there is only one "regular space" in each entry with the regular space being the one preceding the last name.
Table > Sort
Options button
Other
space (type a single space with the spacebar)