What exactly doesn't work? Do you get an error? Would following query give you ressult you're looking for?

SELECT lastname,firstname from myfile ;
into cursor mycursor ;
order by lastname desc,firstname desc 

>I find a strange behavior using 'DESC' and 'order by'. i.e. 'select lastname,firstname from myfile into cursor mycursor order by lastname,firstname desc' do not work. without 'desc' or without 'firstname' (with only one order by) it works.