You'll need either an expression or a join to another table that will translate
those into a numeric or alpha character that will give you the sort you want.
The you can sort on that.  The Switch() function for example could give you
this, but a join to a small translation table would be more efficient.

That's not going to work as you have it now.
Create a table
SortOrder   Number datatype, Integer
Status    Text datatype
TableName   tblSortOrder

Enter each choice in the order you now have them.
Enter the SortOrder for each record in the order you wish it to sort
by in the report, i.e.
1   Active
6   Archive
4   Final Status
2   Inactive
5   On Hold
3   Post Operations   

As rowsource for the Combo box:
Select tblSortOrder.Status, tblSortOrder.SortOrder from tblSortOrder;
Make the bound column column 1.
Set the Column count to 2
Set the column widths to
1";0"
Limit to List to Yes

In the query that is the report's record source add a new column:
SortThis:[Status].Column(1)

In the Report's Sorting and Grouping dialog, place the [SortThis]
field on the top row, sorting ascending.
Then place whatever other fields you wish to group by below it.

The nice thing about this method is that anytime you wish to change
the sorting order, all you need do is re-arrange the SortOrder
numbers.