I sort my movie DVDs on my shelves by their director(s). I'd also like to sort them this way on IMDB lists, but this doesn't seem to be possible at the moment. I think it'd be much appreciated by others as well, if this could be made possible.
I'm assuming that you would like to sort an IMDb title list, rather than an IMDb title search.
As you've discovered it's concurrently not possible to sort an IMDb title list by director within IMDb.
However, you can do this by exporting the list by clicking the Export this list link at the bottom of the page of your list. IMDb exports lists in CSV (comma separated variable) format. You can read a CSV formatted file using Microsoft Excel or Open Office. With either of these applications, you can sort the file by Directors.
These are the data fields in the CSV formatted file.
position const created modified description Title Title type Directors You rated IMDb Rating Runtime (mins) Year Genres Num. Votes Release Date (month/day/year) URL