Ascending order is the default sorting mode for most (if not all) DBMS, so your statement is a bit strange in that regard, but anyway, you can specify the sorting mode by adding ASC or DESC on each column.

Your statement will become:

SELECT  title
        , project_index 
FROM    projectdetail 
WHERE   project_index BETWEEN 1 AND 6 
ORDER BY 
        title ASC
        , project_index ASC

edit

As @Arvo and @Dems mentioned, you are currently sorting by title first, then by project_index if the titles are the same. If you want project_index to be sorted first, you must put it first in the ORDER BY clause.

Your statement will become:

SELECT  title
        , project_index 
FROM    projectdetail 
WHERE   project_index BETWEEN 1 AND 6 
ORDER BY 
        project_index ASC
        , title ASC

Because ASC is the default sort order, you can omit them:

SELECT  title
        , project_index 
FROM    projectdetail 
WHERE   project_index BETWEEN 1 AND 6 
ORDER BY 
        project_index
        , title