The following example demonstrates how to sort the data items in an ascending direction according to the values of the ShipCountry column.

XAML
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<Grid xmlns:scm="clr-namespace:System.ComponentModel;assembly=WindowsBase"

      xmlns:xcdg="http://schemas.xceed.com/wpf/xaml/datagrid">

  <Grid.Resources>

    <xcdg:DataGridCollectionViewSource x:Key="cvs_orders"

                                     Source="{Binding Source={x:Static Application.Current},

                                                       Path=Orders}">

     <xcdg:DataGridCollectionViewSource.SortDescriptions>

       <scm:SortDescription PropertyName="ShipCountry" Direction="Ascending"/>

     </xcdg:DataGridCollectionViewSource.SortDescriptions>

    </xcdg:DataGridCollectionViewSource>          

  </Grid.Resources>

  <xcdg:DataGridControl x:Name="OrdersGrid"

                        ItemsSource="{Binding Source={StaticResource cvs_orders}}">

    <xcdg:DataGridControl.Columns>

      <xcdg:Column FieldName="ShipCountry" VisiblePosition="0"/>

    </xcdg:DataGridControl.Columns>

  </xcdg:DataGridControl>

</Grid>
VB.NET
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Dim collectionView As New DataGridCollectionView( Orders )

collectionView.SortDescriptions.Add( New SortDescription( "ShipCountry", ListSortDirection.Ascending ) )

dataGridControl.ItemsSource = collectionView

dataGridControl.Columns( "ShipCountry" ).VisiblePosition = 0
C#
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DataGridCollectionView collectionView = new DataGridCollectionView( Orders );

collectionView.SortDescriptions.Add( new SortDescription( "ShipCountry", ListSortDirection.Ascending ) );

dataGridControl.ItemsSource = collectionView;

dataGridControl.Columns[ "ShipCountry" ].VisiblePosition = 0;