Check if you could go with any of the below mentioned JQuery plugins. Simply awesome and provide wide range of options to work through, and less pains to integrate. 🙂
https://github.com/paulopmx/Flexigrid – Flexgrid
http://datatables.net/index – Data tables.
https://github.com/tonytomov/jqGrid
If not, you need to have a link to those table headers that calls a server-side script to invoke the sort.