The file name column fails sort file names by their extension, for example *.mp3, *.wma, *.m4a, .... .
You could add a new column in the File List and display only the extension with the
Value:
%_extension%
This way (with a click on the column header) you could sort your songs by the extension only.
To modify the columns click on View -> Customize Columns or right click on a existing column header.
Thank you for the quick and correct answer. I also tried it this way, but I didn't know what data to enter in the "value" field.
If you always want to sort by extension and then by filename, you could modify the column definition for the filename and set for
Sort by: %_extension%%_filename%
