Slow query when using ORDER BY

maybe this helps:

SELECT * FROM (    
     SELECT
      Course.CourseID,
      Course.Description,
      UserCourse.UserID,
      UserCourse.TimeAllowed,
      UserCourse.CreatedOn,
      UserCourse.PassedOn,
      UserCourse.IssuedOn,
      C.LessonCnt
    FROM
      UserCourse
    INNER JOIN
      Course
    USING(CourseID)
    INNER JOIN
    (
      SELECT CourseID, COUNT(*) AS LessonCnt FROM CourseSection GROUP BY CourseID
    ) C
    USING(CourseID)
    WHERE 
      UserCourse.UserID = 8810
) ORDER BY CourseID

Is the column you're ordering by indexed?

Indexing drastically speeds up ordering and filtering.