Capture the MouseDown event, check using the HitTest method, where the user clicked. If the user clicked on the column heading, set "Cursor.Current = Cursors.Wait" and set the "isSorting" flag to true.
"MouseUp" , "isSorting" true, "Cursor.Current = Cursors.Default".
EDIT:
"" "MouseUp" .
"MouseUp" funtionaly, "Sorted" " " .