This is one of those tasks that sound so simple but are not so simple when it comes down to it. Since you are posting on an ASP forum and say you have a 'site',we can safely assume that you have a web interface. In order to sort your recordset in different ways it is probably best to construct a new sql statement for each different order and re-create the recordset each time the user clicks a column heading (button or hyperlink). The problem with this is that it will necessarily have to re-load the whole web page. This may not be acceptable if there are any large files contained on the page.
It sounds like the user wants the features of a traditional stand-alone program in a web based interface.
I've probably not helped you very much but I may have given you some food for thought.