<%@ Import Namespace="System.Data" %>
<%@ Import Namespace="System.Data.SqlClient" %>
<form runat="server">
<asp:DataGrid id="MyDataGrid" runat="server" AutoGenerateColumns="False" AllowSorting="True" OnSortCommand="SortRows">
  <Columns>
    <asp:BoundColumn DataField="lastname" SortExpression="lastname" HeaderText="Last Name" />
    <asp:BoundColumn DataField="firstname" SortExpression="firstname" HeaderText="First Name" />
  </Columns>
</asp:DataGrid>
</form>
<SCRIPT RUNAT="SERVER">

Sub SortRows (sender As Object, e As DataGridSortCommandEventArgs)

  ' su quale campo effettuare l'ordinamento?
  ViewState("campo") = e.SortExpression

  If ViewState("direzione") Is Nothing OrElse ViewState("direzione") = "DESC" Then
    ViewState.Add("direzione", "ASC")
  Else
    ViewState("direzione") = "DESC"
  End If

  ' carico dati con la nuova query
  BindData()
End Sub

Sub BindData()

  ' stringa di connessione
  Dim strConnect As String = "Server=(local);Trusted_Connection=True;Database=Master;"

  ' query SQL
  Dim strSQL As String
  strSQL = "SELECT * FROM miatabella"

  If ViewState("direzione") Is Nothing Then
    strSQL += " ORDER BY " & ViewState("campo") & " " & ViewState("direzione")
  end if

  ' oggetto Connessione
  Dim objConnect As New SQLConnection(strConnect)

  ' DataAdapter
  Dim objDataAdapter As New SQLDataAdapter(strSQL, objConnect)

  ' DataSet
  Dim objDataSet As New DataSet()

  ' riempie il dataset con i dati del dataadpter
  objDataAdapter.Fill(objDataSet, "risultati")

  ' imposto la sorgente
  MyDataGrid.DataSource =  objDataSet.Tables(0).DefaultView

  ' bind dei dati
  MyDataGrid.DataBind()
End Sub

Sub Page_Load()
  ' effettua il binding
  if Not Page.IsPostBack then BindData()
End Sub

</SCRIPT>