I don't think there is a way to ask the datagrid which column is sorted. However, looking at http://blogs.msdn.com/scmorris/archive/2008/06/10/sorting-data-in-the-silverlight-datagrid.aspx , I see that you can implement your own sorting when implemented ICollectionView on its elements.
So, maybe you can implement the ICollectionView (wrapper around) of your results?
Datagrid does this internally if you set its ItemSource to IList, so maybe you can take a look at its implementation to see how they did it? (see inner class ListCollectionView Datagrids using reflector)
When you have an ICollectionView, you can use its SortDescriptions to find out the current sort.
Hope this helps you in the right direction?
Tjipke