You could do it with a macro!

Copy and paste the data (I take it that it's in a table)

Record new macro
Highlight the entire table (hover the mouse just ABOVE the table until it turns into a black arrow pointing downwards - click and hold as you move it over all the columns until highlighted)
Click Sort (or Data > Sort)
Choose the column to sort by
Stop the macro

Now you can run the macro each time you paste the data!