This grid is part of a larger project, so I just pull out the relevant code that affects this grid. I've attached the code.
I ggc basically have a checkbox in the first column (header and rows). This is a bounded column from the datasource. I'm also using a custom user control celltype as a dropdown from from one of your samples in the grid.
The ggc would just sort in one direction and not the other for each column.
ggc8.zip