If the AllowSort property is True (default), the user can sort columns by clicking on column headers. When the mouse is over a column header, the header will appear highlighted:

If the user clicks on the column header once with the mouse, the column is sorted and a sort indicator arrow appears in the column header to indicate the direction of the sort. If the user clicks the header again, the sort is reversed and the direction of the sort indicator arrow is also reversed.

If the AllowColSelect property is set to False the column will not be selected when sorting. To prevent users from sorting columns at run time set the AllowSort property to False.