You have to store the sortexpression locally such that whenever there is postback you can re-apply the same.
Try:
public string SortExpression {
get {
if (ViewState("SortExpression") == null) {
ViewState("SortExpression") = "LastName ASC";
}
return ViewState("SortExpression").ToString;
}
set { ViewState("SortExpression") = value; }
}
Apply this SortExpression every time you load/populate your gridview.