There is also another older entry which sands out as being older and a described just a little differently enough yet still possibly related, http://issues.ez.no/IssueView.php?Id=3321&activeItem=4
I commented on issue #7538 and provided in diff format the patch Bruce provided earlier.
So there is already an existing issue documented on the subject, why not instead we all post comments to the (above) existing issue #7538
There is also a contribution here http://ez.no/community/contribs/hacks/search_and_order_by_float_or_price_datatype_fields that seems to handle the issues.
@Graham - My patch is not suitable for the core as it will not work reliably when there are more that 2 decimal places.
To do it properly you need to add a new sort_key_type for float values as per the above contrib.
eZFloat still doesn't support sorting in 4.0 ! I'm going to report this as a bug since it has never be fixed... I guess this sould also be fixed in eZPrice
It is a good solution. There is only one small disadvantage: sometimes it is difficult to support own datatypes. E.g. it should be rewritten with transition to ezp 4.x/PHP5.