My users just pointed this out today.
Click on a cat, chose a sort order like price and it works. But when you scroll down to the bottom of the page and select the next page the sort order automatically returns to most recent. And if you chose the sort order "price" again it just goes back to the sorted 1st page again. You can't get a sorted 2nd page.
Main Index - Guitars and Gear For Sale is the link to see this in action.