I found the answer meanwhile.

Peter

#include <boost/mpl/set.hpp>

#include <boost/mpl/sort.hpp>

#include <boost/mpl/inserter.hpp>

#include <boost/mpl/insert.hpp>

#include <boost/mpl/placeholders.hpp>

#include <boost/mpl/front.hpp>

#include <boost/mpl/deref.hpp>

#include <boost/mpl/for_each.hpp>

#include <iostream>

typedef boost::mpl::set<

                        boost::mpl::int_<1>,

                        boost::mpl::int_<5>,

                        boost::mpl::int_<3>,

                        boost::mpl::int_<0>

            > CSet;

typedef boost::mpl::inserter<

            boost::mpl::set<>,

            boost::mpl::insert<boost::mpl::_1, boost::mpl::_2>

> CInserter;

typedef boost::mpl::sort<

            CSet,

            boost::mpl::less<

                        boost::mpl::_1,

                        boost::mpl::_2

            >,

            CInserter

>::type COrderedSet;