Want a Grid to be sorted on a particular Column on initial Load

Can anyone please help me to sort a Grid on a particular column when the Grid initially pops up in the Browser .

Thanks ,
Sachin Paradkar.

One option:
Sort the data before loading into the Grid using Server-side script, or JS Array sorting.

Thanks Frank ! But There is another problem I have two Java Script methods for sorting of data . The first method is used for sorting of Records according to Company name and the second method is used to sort the records according to the employees . I have multiple records with the same Company name .
Can anyone please suggest me how to call my two JavaScript methods ,so that I get the data according to Ascending Company name and Also ascending Employee Numbers . There are altogether 6 columns in my GRID .