Could you include just a bit of code, namely how you are populating the
datagrid? (DataReader or DataSet or DataView) (VB, C#)

Sorry for not supplying any information. You are suppose to know what I am doing. Right?

Heres some code that I use to populate  my datagrid. I am also using VB. Think this will be enough to give  you an idea of what I am doing. Thanks.

  Sub Page_Load(Src As Object, E As EventArgs)
         Dim ConnectString As String
         MyConnect = New SqlConnection
         connectString = ConfigurationSettings.AppSettings("ConnectStr")
         MyConnect.ConnectionString = ConnectString
         If Not IsPostBack Then
               BindGrid()
         End If
    End Sub

  public Sub BindGrid()
        Dim MyCommand As SqlDataAdapter = New SqlDataAdapter ("Select * " _
                & "From Users", MyConnect)
        Dim ds As DataSet = New DataSet()
        MyCommand.Fill(ds)
        MyDataGrid.DataSource=ds
        MyDataGrid.DataBind()
    End Sub

public Sub BindGrid()
Dim MyCommand As SqlDataAdapter = New SqlDataAdapter ("Select *
" _
& "From Users", MyConnect)
Dim ds As DataSet = New DataSet()
MyCommand.Fill(ds)
MyDataGrid.DataSource=ds
MyDataGrid.DataBind()

Dim dr as datarow = ds.tables(0).Rows(0)
'at this point, dr contains the first row from the datatest
TextBox1.text = dr("ColumnName").ToString()

'And so forth


End Sub

I know its a lovely topic for all but its driving me crazy.

I created a datagrid  via the Data Form Wizard but the column I chose to do
sorting on does nothing when you click it. All the examples I have seen look
like they were for datagrids that were not created using the wizard and I am
having problems trying to engineering them to work in the code generated by the
wizard.

Any help in the right direction would be wonderful.

did you set the allow sorting property?

Just a thought but do all of the columns you are trying to sort on have valid
data? You may run into problems if there are nulls or odd characters.

I only have 1 column enabled at the moment (last name) and all the rows have a
valid value in that field.