DataGridView1.Rows.Add(20)
        For i As Integer = 0 To 20
            DataGridView1.Item(0, i).Value = ""

            If CStr(i).Length = 1 Then
                DataGridView1.Item(0, i).Value = "0" & i
            Else
                DataGridView1.Item(0, i).Value = i
            End If
        Next

Dim newColumn As DataGridViewColumn
        If DataGridView1.Columns.GetColumnCount(DataGridViewElementStates.Selected) = 1 Then
            newColumn = DataGridView1.SelectedColumns(0)
        Else
            newColumn = Nothing
        End If

        Dim oldColumn As DataGridViewColumn = DataGridView1.SortedColumn
        Dim direction As System.ComponentModel.ListSortDirection

        ' If oldColumn is null, then the DataGridView is not currently sorted.
        If oldColumn IsNot Nothing Then

            ' Sort the same column again, reversing the SortOrder.
            If oldColumn Is newColumn AndAlso DataGridView1.SortOrder = _
                SortOrder.Ascending Then
                direction = System.ComponentModel.ListSortDirection.Descending
            Else

                ' Sort a new column and remove the old SortGlyph.
                direction = System.ComponentModel.ListSortDirection.Ascending
                oldColumn.HeaderCell.SortGlyphDirection = SortOrder.None
            End If
        Else
            direction = System.ComponentModel.ListSortDirection.Ascending
        End If


        ' If no column has been selected, display an error dialog  box.
        If newColumn Is Nothing Then
            MessageBox.Show("Select a single column and try again.", _
                "Error: Invalid Selection", MessageBoxButtons.OK, _
                MessageBoxIcon.Error)
        Else
          <b>DataGridView1.Sort(newColumn, direction)</b> 

           If direction = System.ComponentModel.ListSortDirection.Ascending Then
                newColumn.HeaderCell.SortGlyphDirection = SortOrder.Ascending
            Else
                newColumn.HeaderCell.SortGlyphDirection = SortOrder.Descending
            End If
        End If