Letter "y" comes after "i" when sorting alphabetically

You need to change the locale that R is running in. Either do that for your entire Windows install (which seems suboptimal) or within the R sessions via:

Sys.setlocale("LC_COLLATE", "C")

You can use any other valid locale string in place of "C" there, but that should get you back to the sort order for letters you want.

Read ?locales for more.

I suppose it is worth noting the sister function Sys.getlocale(), which queries the current setting of a locale parameter. Hence you could do

(locCol <- Sys.getlocale("LC_COLLATE"))
Sys.setlocale("LC_COLLATE", "lt_LT")
sort(letters)
Sys.setlocale("LC_COLLATE", locCol)
sort(letters)
Sys.getlocale("LC_COLLATE")

## giving:
> (locCol <- Sys.getlocale("LC_COLLATE"))
[1] "en_GB.UTF-8"
> Sys.setlocale("LC_COLLATE", "lt_LT")
[1] "lt_LT"
> sort(letters)
 [1] "a" "b" "c" "d" "e" "f" "g" "h" "i" "y" "j" "k" "l" "m" "n"
[16] "o" "p" "q" "r" "s" "t" "u" "v" "w" "x" "z"
> Sys.setlocale("LC_COLLATE", locCol)
[1] "en_GB.UTF-8"
> sort(letters)
 [1] "a" "b" "c" "d" "e" "f" "g" "h" "i" "j" "k" "l" "m" "n" "o"
[16] "p" "q" "r" "s" "t" "u" "v" "w" "x" "y" "z"
> Sys.getlocale("LC_COLLATE")
[1] "en_GB.UTF-8"

which of course is what @Hadley's Answer shows with_collate() doing somewhat more succinctly once you have devtools installed.

If you want to do this temporarily, devtools provides the with_collate function:

library(devtools)
with_collate("C", sort(letters))
# [1] "a" "b" "c" "d" "e" "f" "g" "h" "i" "j" "k" "l" "m" "n" "o" "p" "q" "r" "s"
# [20] "t" "u" "v" "w" "x" "y" "z"
with_collate("lt_LT", sort(letters))
# [1] "a" "b" "c" "d" "e" "f" "g" "h" "i" "y" "j" "k" "l" "m" "n" "o" "p" "q" "r"
# [20] "s" "t" "u" "v" "w" "x" "z"