Recursive SQL CTE's and Custom Sort Ordering

Image you are creating a DB schema for a threaded discussion board. Is there an efficient way to select a properly sorted list for a given thread? The code I have written works but does not sort the way I would like it too.

Let's say you have this data:

ID   |  ParentID
-----------------
1    |   null
2    |   1
3    |   2
4    |   1
5    |   3

So the structure is supposed to look like this:

1
|- 2
|  |- 3
|  |  |- 5
|- 4

Ideally, in the code, we want the result set to appear in the following order: 1, 2, 3, 5, 4
PROBLEM: With the CTE I wrote it is actually being returned as: 1, 2, 4, 3, 5

I know this would be easy to group/order by using LINQ but I am reluctant to do this in memory. It seems like the best solution at this point though...

Here is the CTE I am currently using:

with Replies as (   
    select c.CommentID, c.ParentCommentID 1 as Level
        from Comment c
        where ParentCommentID is null and CommentID = @ParentCommentID

    union all

    select c.CommentID, c.ParentCommentID, r.Level + 1 as Level
       from Comment c
       inner join Replies r on c.ParentCommentID = r.CommentID
)

select * from Replies

Any help would be appreciated; Thanks!

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I'm new to SQL and had not heard about hierarchyid datatype before. After reading about it from this comment I decided I may want to incorporate this into my design. I will experiment with this tonight and post more information if I have success.

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Update
Returned result from my sample data, using dance2die's suggestion:

ID  |  ParentID  | Level  | DenseRank
-------------------------------------
15     NULL          1         1
20     15            2         1
21     20            3         1
17     22