Forms Data Controls :: How To Sort DataGrid Column

how to sort DataGrid column. (Say like FirstName) I have done snippet like: (see Bold text) For HTML :

<asp:DataGrid ID="dtgCustomerSearch" runat="server" AllowSorting="true">
<Columns>
<asp:BoundColumn HeaderText="CustomerID" DataField="CustomerID" />
<asp:BoundColumn HeaderText="First Name" DataField="FirstName"
SortExpression="FirstName" />
<asp:BoundColumn HeaderText="Last Name" DataField="LastName"
SortExpression="LastName" />
<asp:BoundColumn HeaderText="Phone No." DataField="Phone" />
<asp:BoundColumn HeaderText="Email ID" DataField="EmailID" />
</Columns>
</asp:DataGrid>

On Page_load I have wrote: this.dtgCustomerSearch.SortCommand += new DataGridSortCommandEventHandler(dtgCustomerSearch_SortCommand);

private void dtgCustomerSearch_SortCommand(object source, System.Web.UI.WebControls.DataGridSortCommandEventArgs e)
{
SortExpression = e.SortExpression;
BindTheGrid();
}
string SortExpression
{
set
{
if (ViewState["SortExp"] == null || value != ViewState["SortExp"].ToString())
{
ViewState["SortExp"] = value;
}
else
{
ViewState["SortExp"] = value + " DESC";
}
}
get
{
return ViewState["SortExp"] == null ? string.Empty : ViewState["SortExp"].ToString();
}
}