>Cetin,
>Actually I made 3 column of a grid and if I click the header, the record order will change (header1 order by date, header2 order by payee, header3 order by style)
Senna,
I would nearly say just like Justok. Besides that I have header class that has little coding ( this might be complex at the beginning but suits well to your case ):

* Custom header.click
if !empty(this.tag)
   set order to tag (this.tag)
   this.parent.parent.refresh
endif

Related tagnames are stored in header tag in grid.init where default header is replaced with custom header.
Cetin