Sort not working with xml dataset

[Chris @ Intrinsic]

I am using an xml datasource to populate the grid
and I was wondering if that could be the problem at all?  It is just for testing purposes, but I'd like to be able to demo the grid pages, etc.
 
In the RadGrid1_NeedDataSource() method,  I use

dt = info.GetData(); //dt is a DataTable.

 

RadGrid1.DataSource = dt; (where dt is a datatable created from an xml file.)

 
Grid aspx is here:
 
<div id="grid">
<telerik:RadGrid ID="RadGrid1" runat="server" AllowSorting="true"
AutoGenerateColumns="False" AllowPaging="True"
OnNeedDataSource="RadGrid1_NeedDataSource" GridLines="None">

<MasterTableView AllowCustomSorting="true" DataKeyNames="BFNumber">
<CommandItemSettings ExportToPdfText="Export to Pdf"></CommandItemSettings>
<Columns>
<telerik:GridBoundColumn SortExpression="Number" HeaderText="Number" DataField="Number" UniqueName="Number"></telerik:GridBoundColumn>
<telerik:GridBoundColumn SortExpression="Type" HeaderText="Type" DataField="Type" UniqueName="Type"></telerik:GridBoundColumn>
<telerik:GridBoundColumn SortExpression="Status" HeaderText="Status" DataField="Status"></telerik:GridBoundColumn>
<telerik:GridBoundColumn SortExpression="Description" HeaderText="Description" DataField="Description"></telerik:GridBoundColumn>
<telerik:GridBoundColumn SortExpression="CreatedDate" HeaderText="Created Date" DataField="CreatedDate"></telerik:GridBoundColumn>
<telerik:GridBoundColumn SortExpression="ClosedDate" HeaderText="Closed Date" DataField="ClosedDate"></telerik:GridBoundColumn>
<telerik:GridBoundColumn SortExpression="AssignedDate" HeaderText="Assigned Date" DataField="AssignedDate"></telerik:GridBoundColumn>
<telerik:GridBoundColumn SortExpression="AssignedTo" HeaderText="AssignedTo" DataField="AssignedTo"></telerik:GridBoundColumn>
</Columns>
</MasterTableView>
<PagerStyle Mode="NumericPages" />
</telerik:RadGrid>
</div>
 
But no column ever gets sorted (the down arrow and up arrow gets displayed, so it is supposedly setup to sort), so I must have done something wrong.  I tried just creating a new telerik project, and used an MS Access database as the datasource, and sorting was working fine.  

 
Thanks.