Sort on two or more columns

Hi there,
I was just wandering whether it is possible to perform a sort on two or more columns. None of the grids (regardless of the platform or implementation) that I have tried can do this. This is especially useful if you have some duplicate values in one of the columns and would like to use another column to get more order. MS Excel can do it if you don't know what I mean. I thought, if the user holds the shift or ctrl key while pressing on another column could be a way to avoid excel-like GUI.

thanks Dean