BaseFormFilterPropel.class.php

<?php

abstract class BaseFormFilterPropel extends sfFormFilterPropel
{
  public function setup()
  {
    parent::setup();

    foreach ($this->getFields() as $eachFieldName => $eachFieldType)
    {
      if ($eachFieldType == 'ForeignKey')
      {
        /* @var $widget sfWidgetForm */
        $widget = $this->getWidget($eachFieldName);
        $model = $widget->getOption('model');
        $peer = $model::PEER;
        $tmClass = $peer::TM_CLASS;

        /* @var $tableMap TableMap */
        $tableMap = new $tmClass;
        if ($tableMap->hasPrimaryStringColumn())
        {
          $widget->setOption('query_methods', array_merge($widget->getOption('query_methods'), array('orderBy' . ucfirst($tableMap->getPrimaryStringColumn()->getPhpName()))));
        }
      }
    }
  }
}

This is an example use case for this enhancement in Propel ORM: http://www.propelorm.org/ticket/1274