Hola, yo encontre una forma de ordenar el grid, lo hice utilizando un control DataGrid enlazado a un control Adodc
Private Sub GridResumen_HeadClick(ByVal ColIndex As Integer)
Dim CampoOrden As String
CampoOrden = " ORDER BY " & GridResumen.Columns(ColIndex).DataField
Adodc2.CommandType = adCmdText
Adodc2.RecordSource = "Select * from rsTabla " & CampoOrden
Adodc2.Refresh
End Sub
Saludos
Carmen Arvelo