Select the data, Data > Sort and follow the wizard.
Excel's sort feature only allows you to pick up to 3 columns to sort by - here is how to get around this. The trick is sorting by the last key first and working back to the first key. Say your data is in Columns A:E and you want to sort by A, B, C, D then E:
1. Select all of Columns A:E
2. Go to Data>Sort> sort by C then by D then by E
3. Click Sort
4. Now again with Columns A:E selected
5. Go to Data>Sort> sort by A then by B
6. Click Sort