C# - Order A List Of Entities Based On A Field From A Separate Entity With A Relationship

I'm using Entity Framework for my object-relational mapping, and jqGrid for my grid.

I have an Employee entity, that contains a ContactID field. I have a Contact entity that contains fields FirstName and LastName.

I want to display a list of Employees in a grid, and give the user the ability to sort by FirstName and LastName.

Here's what I have right now:

public JsonResult GridData(string sidx, string sord, int page, int rows)
{
var pageIndex = Convert.ToInt32(page) - 1;
var pageSize = rows;
var totalRecords = GetAllEmployees().Count();
var totalPages = (int)Math.Ceiling(totalRecords / (float)pageSize);
IQueryable<Employee> employees = GetAllEmployees().
OrderBy(sidx + " " + sord).
Skip(pageIndex * pageSize).
Take(pageSize).ToArray();
}

As you can see, this only gives me the ability to sort by fields in the Employee entity, so I can't sort by FirstName and LastName.

How can I modify this to accomplish that?