Gridview Sorting Trouble

I have a gridview and a few datasources on my web page. In the code behind, I set the gidview's SqlDataSourceId based on which checkbox is checked.
I allowed sorting for the gridview. For some reason, some of the columns get sorted when I click on it, and some don't sort at all. Do you know what may be causing this?
Thank you.

I assume this is asp.net right?

Have you applied sorting expression for each bound columns
similar to the code below?

Code:

---

<asp:BoundField HeaderText="Customer Code"
                  DataField="CustomerID" SortExpression="CustomerID">
                </asp:BoundField>

---

Cheers!