Try jQuery tablesorter plugin
<script type="text/javascript" src="/path/to/jquery-latest.js"></script>
<script type="text/javascript" src="/path/to/jquery.tablesorter.js"></script>
....
<script type="text/javascript">
var aspxElements = {
theGrid: '<%= myGrid.ClientID %>'
};
$(document).ready(function() {
$('#' + aspxElements.theGrid).tablesorter();
});
</script>
(modified from the demo on this page )
Please note that this will be strange if you use pagination.
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