The way around it was to build a custom query. More information on this can be viewed on the Wordpress codex at http://codex.wordpress.org/Displaying_Posts_Using_a_Custom_Select_Query.
My final code looked as follows
<?php
$row = 0;
$zone = $_GET['zone'];
if (!$zone) $zone = "United Kingdom";
?>
<table class="formattedTable" cellspacing="1" cellpadding="0">
<tr>
<th width="140">Country</th>
<th width="140">Town</th>
<th>Club</th>
</tr>
<?php
$query = "
SELECT
posts.*
FROM
$wpdb->posts posts
INNER JOIN
$wpdb->postmeta meta1 ON posts.ID = meta1.post_ID
INNER JOIN
$wpdb->postmeta meta2 ON posts.ID = meta2.post_ID
INNER JOIN
$wpdb->postmeta meta3 ON posts.ID = meta3.post_ID
WHERE
posts.post_type = 'club' AND
posts.post_status = 'publish' AND
meta1.meta_key = '_club-zone' AND
meta1.meta_value = '$zone' AND
meta2.meta_key = '_club-country' AND
meta3.meta_key = '_club-town'
ORDER BY
meta2.meta_value,
meta3.meta_value,
posts.post_title";
$posts = $wpdb->get_results($query, object);
if ($posts)
foreach($posts as $post)
{
global $post;
setup_postdata($post);
echo '<tr class="' . ($row % 2 == 0 ? 'odd' : 'even') . '">';
echo '<td>' . get_post_meta(get_the_ID(), '_club-country', true) . '</td>';
echo '<td>' . get_post_meta(get_the_ID(), '_club-town', true) . '</td>';
echo '<td><a href="' . get_permalink(get_the_ID()) . '">' . get_the_title() . '</a></td>';
echo '</tr>';
$row++;
}
?>
</table>