Ehlib3.0版本以上虽然支持排序功能，但不支持带有Order By的SQL语句，而且排序很慢；我写的这个排序函数，利用ADO的sort方法，排序很快，几万条数据也是很快。该函数支持Lookup字段排序，不支持计算字段排序，因为计算字段值在内存里高速运算。排序分为：升序、降序和默认三种，支持排序图标。

procedure  SortDBGridEh(Sender: TObject; ACol: Integer;
  Column: TColumnEh);
var
  FieldName, SortStr: string;
begin
  Screen.Cursor := crSQLWait;
  try
    if (Sender is TDBGridEh) and
      ((Sender as TDBGridEh).DataSource.DataSet <> nil) then
    begin
      if not ((Sender as TDBGridEh).DataSource.DataSet is TCustomADODataSet) then
        Exit;

      if not (Sender as TDBGridEh).DataSource.DataSet.Active then
        Exit;

      FieldName := Column.FieldName;
      if (Sender as TDBGridEh).DataSource.DataSet.FindField(FieldName).IsBlob then
        Exit;

      if (Sender as TDBGridEh).DataSource.DataSet.FieldByName(FieldName).FieldKind =
        fkData then
        SortStr := FieldName
      else if (Sender as TDBGridEh).DataSource.DataSet.FieldByName(FieldName).FieldKind =
        fkLookup then
        FieldName := (Sender as TDBGridEh).DataSource.DataSet.FieldByName(FieldName).KeyFields
      else
        FieldName := '';

      if (FieldName = '') or (Pos(';', FieldName) > 0) then
        Exit;
      case Column.Title.SortMarker of
        smNoneEh:
          begin
            Column.Title.SortMarker := smUpEh;
            TCustomADODataSet((Sender as TDBGridEh).DataSource.DataSet).Sort :=
              FieldName;

          end;
        smUpEh:
          begin
            Column.Title.SortMarker := smDownEh;
            TCustomADODataSet((Sender as TDBGridEh).DataSource.DataSet).Sort :=
              FieldName + ' DESC';
          end;
        smDownEh:
          begin
            Column.Title.SortMarker := smNoneEh;
            TCustomADODataSet((Sender as TDBGridEh).DataSource.DataSet).Sort := '';
          end;
      end;
    end;
  finally
    Screen.Cursor := crDefault;
  end;
end;

--程序实现如下：
--在DBGridEh的事件OnTitleBtnClick引用该函数即可：
procedure TFrmU_BasicSetup.dbgAddrCodeTitleBtnClick(Sender: TObject;
  ACol: Integer; Column: TColumnEh);
begin
   SortDBGridEh(Sender, ACol, Column);
end;
--为了保证表格的每一列都能点击触发排序，你需要将你需要排序的列属性
--  Title->TitleButton设置为True。