Excel will not sort subtotals

After inserting subtotals, Excel is not allowing me to sort the subtotals.  I've followed online help tips, but it is not working.  Most instruct me to highlight the column I want to sort by, click sort, then expand the selection.  That is supposed to work.  But I then get the sort dialogue box to choose sort columns.  Once I do that, I get the message that "This removes the subtotals and sorts again.  If you want to sort the subtotaled groups, chose the cancel button; then collapse the outline and try again."  Then the same things happens.  Any advice on how to sort on the subtotals?

Thanks,