Don't know if you are still looking for an answer, but this should work for you:
Select MyColumn FROM
(
SELECT right(replicate('0',5) +CAST(CAST(0.10*100 AS numeric(10,2)) AS varchar(5)), 5) + '%' as MyColumn
Union
SELECT right(replicate('0',5) +CAST(CAST(0.011*100 AS numeric(10,2)) AS varchar(5)), 5) + '%' as MyColumn
Union
SELECT right(replicate('0',5) +CAST(CAST(0.02*100 AS numeric(10,2)) AS varchar(5)), 5) + '%' as MyColumn
Union
SELECT right(replicate('0',5) +CAST(CAST(0.12*100 AS numeric(10,2)) AS varchar(5)), 5) + '%' as MyColumn
) MyTable
Order by CAST(Replace(MyColumn,'%','') as DECIMAL) asc
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