I have my message list sorted by date order, but the messages are not in date order

You've almost certainly switched on Message Threading.

If you have the all/seen/unseen buttons switched on beneath your message list you will see a button marked thread.  Toggle this button to switch threading on/off.

Message threading

If this button isn't visible, then you can toggle message threading by going to the folder properties window.  Right click on the folder in question.  Select properties, the unselect the Thread Messages tick box.