Macro to sort worksheet by the column of the active cell

I have a worksheet with columns A through Z, full of data. Row 1 is a header containing column names. I am constantly sorting this worksheet this way and that way, and it would save a lot of time if I could just create a macro that would sort the ENTIRE sheet based on active cell. For example if cell J1 was the active cell, and I ran the macro, the worksheet would sort by column J. It is important that the entire sheet is sorted (the data in each row is associated with a different person, and must remain intact). I am using Excel 2003 on Windows XP. I'm not a skilled programmer, but I do know how to edit/create macros in the VBA edit window.

I've found it convenient to trigger sorting with a Double Click event.