Hi, there is something you can try:
In another column, place this formula: ="000"&A1 and copy down as needed (assuming your data starts from A1, change as needed)
After that, copy and paste as values the results of the formula; now you can sort this data, make sure you choose the option " sort numbers and numbers stored as text SEPARATELY".
If you want to return to the previous format of your data, remove the first 3 zero's with: =MID(C1;4;LEN(C1)-3), then copy paste as values...