first write one sql query and there include "order by (the 
column header of the datagrid what you have used").

Undoubtedly u need to write a sql query  for this with the 
order by (or) sort by.

And also call the subroutine that fills the datagrid after 
each insert or delete so that u can see the changes at the 
runtime with the new alignment(i mean sorting)...

By putting the dataset value in dataview and sort that 
dataview According the field and for filtering we can use 
rowfilter option with dataview . after that we can bind 
that dataview value with datagrid.


we can also use sortexpression in datagrid propertybuilder.