You can use the order() function directly without resorting to add-on tools -- see this simpler answer which uses a trick right from the top of the example(order) code:

R> dd[with(dd, order(-z, b)), ]
    b x y z
4 Low C 9 2
2 Med D 3 1
1  Hi A 8 1
3  Hi A 9 1

Edit some 2+ years later: It was just asked how to do this by column index. The answer is to simply pass the desired sorting column(s) to the order() function:

R> dd[order(-dd[,4], dd[,1]), ]
    b x y z
4 Low C 9 2
2 Med D 3 1
1  Hi A 8 1
3  Hi A 9 1
R>

rather than using the name of the column (and with() for easier/more direct access).