By default each column can be sorted in 3 ways: Ascending, Descending, No Sort. How do I get rid of the third state, but have each the column can only be sorted either in ascending or descending order when I click the column header?
But you should notice the the following two properties:
OldSortingState - defines the current sorting state of the column being sorted.
NewSortingState - defines the new sorting state of the column and controls the sorting indicator of the column's header. Even if you don't want the built-in sorting functionality to be executed you have to properly set this property, otherwise the visual state of the sort indicator won't match the sort state of the data.