If you give LaTeX
\cite{fred,joe,harry,min}, its default commands could give
something like "[2,6,4,3]";
this looks awful. One can of course get the things in order by
rearranging the keys in the \cite command, but who wants to do
that sort of thing for no more improvement than "[2,3,4,6]"?
The cite package sorts the numbers and detects consecutive
sequences, so creating "[2-4,6]". The natbib package,
with the numbers and sort&compress options, will
do the same when working with its own numeric bibliography styles
(plainnat.bst and unsrtnat.bst).
If you might need to make hyperreferences to your citations, cite isn't adequate. If you add the hypernat package:
\usepackage[...]{hyperref}
\usepackage[numbers,sort&compress]{natbib}
\usepackage{hypernat}
...
\bibliographystyle{plainnat}
the natbib and hyperref packages will interwork.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=citesort