Turn off SortingState.None

By design, when you click on the column header the sorting state is changed from None to Ascending, the next click changes it to Descending and the third one brings the None state back. This article shows how to turn off returning to the None state, so when you continuously click on the header the sorting will go from Ascending to Descending and vice-versa.

To accomplish this you need to subscribe to the Sorting event and define its handler as follows:

private void clubsGrid_Sorting(object sender, GridViewSortingEventArgs e) 
{ 
    if (e.NewSortingState == SortingState.None) 
    { 
        e.NewSortingState = SortingState.Ascending; 
    } 
} 

Private Sub clubsGrid_Sorting(sender As Object, e As GridViewSortingEventArgs) 
    If e.NewSortingState = SortingState.None Then 
        e.NewSortingState = SortingState.Ascending 
    End If 
End Sub