MSAccess-like Last() with sorting before grouping

Hello! This is my first post to the list. I hope I'm not just blanked out,
and asking a question with a simple answer. ;-)

I need a query to return the last value of a set of grouped-by records
when a column is sorted. For example:

TABLE: (
  id         integer UNIQUE,
  group_key  integer,
  sort_key   integer,
  data       integer
)

Say it has the following rows:

 id | group_key | sort_key | data
----+-----------+----------+------
  1 |         1 |        1 |    1
  2 |         1 |        2 |    6
  3 |         1 |        5 |    6
  4 |         1 |        9 |    2
  5 |         2 |        3 |    1
  6 |         2 |        4 |    3
  7 |         2 |        7 |    3
  8 |         3 |        6 |    5
  9 |         3 |        3 |    4
(9 rows)

I need it to have the following output:

 id | group_key | sort_key | data
----+-----------+----------+------
  4 |         1 |        9 |    2
  7 |         2 |        7 |    3
  8 |         3 |        6 |    5

Which is, selecting the top value from sort_key from each different set of
group_key. I can't program a last() function because it wouldn't work for
group_key=3 in the example. ORDER BY always sorts the results after the
grouping. I tried min/max functions but they apply to each column
individually.

Is there any way I can ask for this info to the SQL server?

Thank you very much.

--
Octavio Alvarez Piza.
E-mail: alvarezp@octavio.ods.org