How do you print W2's by state instead of employee number? we have employees all over the country,

 we have employees all over the country, and for paper filing we need the W2's in order by state  we are processing W2's for the first time in E1 - currently, even with Oracles assistance, the W2's are printing out in employee number order, which means all the states are mixed together.  we need them to print by state, such as Arizona, California, Colorado etc---that way they are in order for state filing and are in order for us to give out to employees instead of sorting by hand.....JDE world was capable of this....