batch sort

I have about 4000 lines of data I want to sort in columns I - M
they are numerical from 1 to 40 and want to sort the rows left to right
lowest to highest. I can do it individually but would like to do it a lot faster.
if I use the the multiple "then by" boxes it still changes the first selection
but does not do the rest instead it just does some other kind of sorting.

Not sure what I'm missing here.

Tried to create a macro but did not get that to work either.

Waddaya Recon?

G.