I think if you create a formula field recreateing the field in that sequence then group on that (instead of the MRN field) you should get the correct ordering (set to ascending). YOu can suppress this field so it does not display.
if it is a text field then:
Right (table.MRN,2) +"-" + Right (MRN,4) + "-" + Right (MRN,6)
if it is numeric then
Right (totext(table.MRN,0,""),2) +"-" + Right (totext(table.MRN,0,""),4) + "-" + Right (totext(table.MRN,0,""),6)