I think the automatic sorting can either be disabled or enabled by setting up company wide group policies or by changing the registry settings at a company level (configuring a task scheduler..!! etc..).
Please see if the link http://support.microsoft.com/kb/319827 could help...!!
Looks like it remembers which column you sort on while you have the window open. So if you sort on the "State" column, then switch folders, it keeps that column sorted.....even remembers the direction (Ascend/Descend). If you open a new windows explorer and browse into the vault, it defaults to the file name column in ascending order. Don't see an option to set it.
The search tool would be a nice place to set default sorts as well....per search card. For drawings we would like to default sort on the revision column in descending order........system defaults to file modified date I think.