Sort dbGrid not working

[shamusvw]

Hi

I have the following code

[DELPHI]
procedure TmainForm.timesDBGridTitleClick(Column: TColumn);
begin
timesDataModule.timesClientDataSet.IndexFieldNames := Column.FieldName;
end;
[/DELPHI]

but when I click on the title, it doesn't get sorted?
When I check the value of the IndexFieldName after each click, it is updating, just not sorting.

Can someone offer advice?

Thanks
Shaun