I’d like to make a sorting option named “Range contains column labels” disabled by default. Having to disable this option each time I want to sort rows is annoying and counterproductive.
You can preserve the options defining first a range for data in Menu/Data/Define range and after selecting the range in Menu/Data/Select range, define the sort options in Menu/Data/Sort.
Edited.
Please open the attached file created with LIbreOffice 4.0.4 in Win7x64.
The sort options are preserved for me.
Sample file, (please change the extension to ods, there is an error in type files to attach)
Have you followed the steps?:
1- Define data range in Menu/Data/Define range.
2- Select the range in Menu/Data/Select range.
3- Menu/Data/Sort to set up the options.
In this way it is possible to have several ranges in the same sheet with sort+filter definitions.
Unfortunately it doesn’t work. I can save a range, then I can select it, but I still have to do Menu/Sort…/Options and uncheck “Range contains column labels” each time, because this option is still checked by default 
I checked the sample file and surprisingly the unwanted option was unchecked. But then I did descending sort and all was lost 
So this method worked but it is too fragile to be useful. I use LibreOffice Version: 4.1.0.4 on Win 8 64bit.