External Data Range into a Table

So I have a set of data I am importing from a *.txt file which imports into a 4col ~4000row sheet. I want to be able to sort this data alphabetically/numerically in any column. If I simply go to create table I am prompted with a message that says creating a table breaks external data sources. Is there any way to fix this? My temporary solution is to import the data into "sheet 2" then copy onto "sheet 1" and make that a table. Any better solutions?
I don't use excel often so sorry if this is a simple question.

Cheers