I looked around alot for solution to sorting columns in DataView webparts and couldn't find an easy solution. Apparently there was an easy solution, right under our nose! Open the site in SharePoint Designer and navigate to the page where you have the webpart. Select the webpart and in the ribbon navigate to DataView Tools - Design . Check the options Header and Sort & Filter on Headers and you are all set! PS: I have got it working on SPD 2013 but you may want to check if the same applies to SPD 2010.
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