It looks like you need FTM2012. I thought it was this way in all previous versions.
There are lots of other great changes that you will enjoy, as well.
And, costs less than a couple going to the movies.
Although that said, the first names are sorted third by middle name or initial - so the birth date will not take all Charles xxx and sort by birth order, because Charles A will sort before Charles Z.
I use the filter a lot to isolate people I want. Today I ran across an Charles Smith and wanted to see if I could place him my file real quick. I just hit the filter button at the bottom the index, then "Other - places - contains Mount Hope Orange New York". Up popped just a handful out of a hundred Charles xx's that I have and saw that I did not have him.
I probably could have found him earlier by going to Places and looking up Mount Hope there and looked at people that used Mount Hope in the right panel, but I've gotten used to using the filter.