You can disable filtering for a specific column by setting its IsFilterable property to False. This will hide the filtering UI of the respective column and the end user will not be able to perform filtering. The property's default value is True.
If the data displayed in the column is not filterable in the first place, setting the IsFilterable property will not have any effect. To learn what your properties need to implement to become filterable, please have a look at the Filter a Custom Type article.