http://stackoverflow.com/questions/3965304/disable-sorting-when-clicking-datagridview-column-header
http://stackoverflow.com/questions/4334983/best-way-to-disable-the-column-header-sorting-in-datagridview
http://stackoverflow.com/questions/4502442/how-to-disable-sort-in-datagridview
dgDataGridView1.Columns[0].SortMode = DataGridViewColumnSortMode.NotSortable;
或者:
foreach (var column in dataGridView.Columns)
{
column.SortMode = sortMode;
}