Sort with blanks in columns?

I have a problem with my grid. My sort doesn't work, if there are blanks in some of the rows for that column I am trying to sort..

Has anyone else had this issue?
I am using XML to load my data, and I can't see to make the sorts work. It works if there is data in each row of that column.. Just not if there are blanks.

But it DOES work for the very first column, it sorts with blanks fine.

Anyone?

Still not working... It's about the last thing I need to fix too.. The first column works if there are blanks in there. Anything after that, the sort doesn't work. Plus the blanks in any random order by the looks of things..

I think it is because I didn't set

table.SetFormats

Seems to be working now..