设置dghAutoSortMarking属性为true

  设置希望排序的Column的TitleButton属性为true

3.//表格排序过程
procedure OrderGrid(dataSet:TClientDataset;orderField:string);
var
  i:integer;
begin
  if dataSet.IndexFieldNames<>'' then
  begin
    i:=TClientDataSet(DataSet).IndexDefs.IndexOf('i'+orderField);
    if i=-1 then
    begin
      with Dataset.IndexDefs.AddIndexDef do
      begin
        Name:='i'+orderField;
        Fields:=orderField;
        DescFields:=orderField;
      end;
    end;
    dataSet.IndexFieldNames:='';
    dataSet.IndexName:='i'+orderField;
  end
  else
  begin
    dataSet.IndexName:='';
    dataSet.IndexFieldNames:=orderfield;
  end;
end;

OrderGrid(DM.ClientDataset,Column.FieldName);