Sorting dates in mm/yyyy format

Hi,

I'm very impressed by this grid and I am trying to adopt it to my use (as a novice).

I have been trying to get a column of dates in the mm/yyyy format sorted in the right order. I looked all over the Tutorials and Forum but can't find the hints I need to make it work.
The only way that I can make it work is to change the format to yyyy/mm in the data-file, but I don't like to display in the grid in that format. Is there a way of sorting the dates in the yyyy/mm format while displaying mm/yyyy in the grid?

Thanks in advance!