Bitmap indexes are frequently used to index multidimensional data. They rely mostly on sequential input/output. Bitmaps can be compressed to reduce input/output costs and minimize CPU usage. The most efficient compression techniques are based on run-length encoding (RLE), such as Word-Aligned Hybrid (WAH) compression. This type of compression accelerates logical operations (AND, OR) over the bitmaps. However, run-length encoding is sensitive to the order of the facts. Thus, we propose to sort the fact tables. We review lexicographic, Gray-code, and block-wise sorting. We found that a lexicographic sort improves compression--sometimes generating indexes twice as small--and make indexes several times faster. While sorting takes time, this is partially offset by the fact that it is faster to index a sorted table. Column order is significant: it is generally preferable to put the columns having more distinct values at the beginning. A block-wise sort is much less efficient than a full sort. Moreover, we found that Gray-code sorting is not better than lexicographic sorting when using word-aligned compression.