Hi Jaime !
Yes. Just specify a jboss-ql element for your entity bean in jbosscmp-jdbc.xml (have a look at the dtd in the docs directory). In general the jboss-ql statement looks pretty much the same than the ejb-ql statement (just append your ORDER BY clause).
Hope it helps,
P.S.: The latest release also includes some nice extensions. Have a look sourceforge and the release-notes for JBoss-3.0.2.