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You should use the derived tables on your SQL. For example if you want to pick up the most recent row for an specific activity you're attempt to use:

select * 
from activities 
group by id_customer 
order by creation_date
but it doesn't work. Try instead:
SELECT * 
FROM ( select * 
       from activities 
       order by creation_date desc ) sorted_list 
GROUP BY id_customer
Default behaviour can not be changed, but you can use 
SELECT * FROM foo GROUP BY bar ORDER BY bar DESC
without experiencing any speed penalties as the sorting will be performed on the grouped field anyway. 
By the way, when sorting is not important you can get (small) speed-up by using ORDER BY NULL.
        
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