In addition to Sergey's reply: I prefer to just use different colors for asc/desc order indication, because this solution is much simpler...

>I have a form with a grid.
>When I click first time on certain column's header - data ordered on current field in ASCENDING order. Second click on the same header - data ordered in DESCENDING mode. How can I display the order (I like the Explorer's way - small triangle on the header)? I have one idea - to create my own font with all letters, including triangles, and use this font for headers' captions.
>
>Please, comment my idea, may be there are other nice ideas and solutions.
>Thank you very much for all ideas.