Sort order with spaces?

Hello!

I am having troubles with sort order in Postgres. It seems that space is 
not handled at all?
For instance the following rows are sorted in MS SQL Server as:

LUNDGREN
M L R
MACDOWELL
MUSCLE

But in Postgres I get this order:

LUNDGREN
MACDOWELL
M L R
MUSCLE

I seems that space is no considered at all so "M L R" is interpreted as 
"MLR" i Postgres. This is a problem for me taht I need to resolve. How 
do I do that?

Regards
Kristian

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