Data Environment / ADOCGrid Question

I have designed a database using the DataEnvironment and on one of the forms I have the DataGrid that works with the Data Environment. I do not use a data control to move through the records. All works fine but I would like to be able to click on the indiviual column headers in the grid and sort by that column. I've done this on several other programs and had no problem but I was always using a data control for my source, etc.

Is there a way to do this without using a data control?

THanks,
Rev. Michael L. Burns