Double surnames and how thy should be listed

This question is for those of you (probably all of you) who are using genealogy software to keep track of your information. Specifically Family Tree Maker, since this is what I'm using.

As you probably know... in Mexican(Latin) culture. Most people have 2 surnames starting with their own paternal then maternal name. I started my records listing only the paternal surnames in my list, with the exception of one name where I listed both surnames. When I went to go look for that person on my master list to the left of the program, I noticed that it was alphabetized by the maternal surname as opposed to the paternal. So in essence it threw it out of place.

I was wondering how most of you are listing your names? And what benefits do you see in doing it one way as opposed to the other.

Sometimes I think its more beneficial listing both names. Here's my reasoning... If you come across an ancestor with both surnames but don't know the parents. The surname can give you a clue as to the surname of the father as well as the mother. But the draw back, in my point of view, is that your index listing will be out of whack making it just a bit harder to find alphabetically.

Interested in hearing your opinions.
Thanks
Jose Acosta