To change the sorting options of a pullsheet, you must first go to print the pullsheet from the admin's Orders tab. When the print dialog pops up, close it and the sorting options will be revealed behind the print dialog! You can add or remove many different ways to sort your products.
Once you have setup the sorting options the way that you prefer, be sure to hit the button entitled "Refresh Pull Sheet"- the page will be refreshed and sorted based on your parameters.