Both the Error List and the Task List have support for multi-column sorting, like secondary sort (and can someone remind me what's the term for 3rd-ary - the term that comes after secondary). 

This blog post has moved to http://saraford.net/2008/03/31/did-you-know-you-can-do-multi-column-sorting-secondary-sort-etc-in-both-the-error-list-and-task-list-183/