try below
In design:
OnSortCommand="dguser_SortCommand" AllowSorting="true"
also set SortExpression to all ur columns like below
SortExpression="FullName"
InCode Behind:
public static int numberDiv;
protected void dguser_SortCommand(object source, DataGridSortCommandEventArgs e)
{
try
{
SqlDataReader dr = null;
dr = objHRone.BindUserDetails(ddlFltStatus.SelectedValue);
DataSet ds = new DataSet();
DataTable dt = new DataTable();
dt.Load(dr);
DataView dv = new DataView(dt);
if ((numberDiv % 2) == 0)
dv.Sort = e.SortExpression + " " + "ASC";
else
dv.Sort = e.SortExpression + " " + "DESC";
numberDiv++;
dguser.DataSource = dv;
dguser.DataBind();
}
catch (Exception ex)
{
lblStatusFail.Text = ex.Message.ToString();
}
}