You have two Sorted properties:

1. Sorted property of Node object sorts only its childrens:

ThisForm.TreeView1.Object.Nodes.Add(, , "Parent", "Parent")
ThisForm.TreeView1.Object.Nodes.Add("Parent", 4, "SecondChild", "SecondChild")
ThisForm.TreeView1.Object.Nodes.Add("Parent", 4, "FirstChild", "FirstChild")
ThisForm.TreeView1.Object.Nodes("Parent").Sorted = .T.

If you add new children to "Parent" after setting Sorted to .T., new children will NOT be sorted automatically; you must again set Sorted property to .T.
If you want to sort also childrens of other node, you must use Sorted property of both parent nodes.

2. Sorted property of TreeView control sorts root level nodes:
ThisForm.TreeView1.Object.Nodes.Add(, , "ThirdNode", "ThirdNode")
ThisForm.TreeView1.Object.Nodes.Add(, , "SecondNode", "SecondNode")
ThisForm.TreeView1.Object.Nodes.Add(, , "FirstNode", "FirstNode")
ThisForm.TreeView1.Object.Sorted = .T.