I do it this way:
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
<title>ActiveWidgets Grid :: Examples</title>
<style> body, html {margin:0px; padding: 0px; overflow: hidden;} </style>
<link href="../../runtime/styles/xp/grid.css" rel="stylesheet" type="text/css" ></link>
<script src="../../runtime/lib/grid.js"></script>
<style>
.active-controls-grid {height: 100%; font: menu;}
.active-column-0 {width: 80px;}
.active-column-1 {width: 200px;}
.active-column-2 {text-align: right;}
.active-column-3 {text-align: right;}
.active-column-4 {text-align: right;}
.active-grid-column {border-right: 1px solid threedlightshadow;}
.active-grid-row {border-bottom: 1px solid threedlightshadow;}
</style>
<script>
var myData = [
["MSFT","<a href='http://www.microsoft.com' title='Click to go to MS web site'>Microsoft Corporation</a>", "314,571.156", "32,187.000", "55000"],
["ORCL", "Oracle Corporation", "62,615.266", "9,519.000", "40650"],
["SAP", "SAP AG (ADR)", "40,986.328", "8,296.420", "28961"],
["CA", "Computer Associates Inter", "15,606.335", "3,164.000", "16000"],
["ERTS", "Electronic Arts Inc.", "14,490.895", "2,503.727", "4000"],
["SFTBF", "Softbank Corp. (ADR)", "14,485.840", ".000", "6865"],
["VRTS", "Veritas Software Corp.", "14,444.272", "1,578.658", "5647"],
["SYMC", "Symantec Corporation", "9,932.483", "1,482.029", "4300"],
["INFY", "Infosys Technologies Ltd.", "9,763.851", "830.748", "15400"],
["INTU", "Intuit Inc.", "9,702.477", "1,650.743", "6700"],
["ADBE", "<a title='This company provides good document display software'>Adobe Systems Incorporate</a>", "9,533.050", "1,230.817", "3341"],
["PSFT", "PeopleSoft, Inc.", "8,246.467", "1,941.167", "8180"],
["SEBL", "Siebel Systems, Inc.", "5,434.649", "1,417.952", "5909"],
["BEAS", "BEA Systems, Inc.", "5,111.813", "965.694", "3063"],
["SNPS", "Synopsys, Inc.", "4,482.535", "1,169.786", "4254"],
["CHKP", "Check Point Software Tech", "4,396.853", "424.769", "1203"],
["MERQ", "Mercury Interactive Corp.", "4,325.488", "444.063", "1822"],
["DOX", "Amdocs Limited", "4,288.017", "1,427.088", "9400"],
["CTXS", "Citrix Systems, Inc.", "3,946.485", "554.222", "1670"],
["KNM", "Konami Corporation (ADR)", "3,710.784", ".000", "4313"]
];
var myColumns = [
"Ticker", "Company Name", "Market Cap.", "$ Sales", "Employees"
];
</script>
</head>
<body>
<style>.active-row-highlight,.active-row-highlight .active-row-cell{background-color:#FEE999}</style>
<script>
var obj = new Active.Controls.Grid;
obj.setRowProperty("count",myData.length);
obj.setColumnProperty("count",myColumns.length);
obj.setDataProperty("text",function(i,j){return myData[i][j]});
obj.setColumnProperty("text",function(i){return myColumns[i]});
obj.setRowHeaderWidth("28px");
obj.setColumnHeaderHeight("20px");
obj.setAction("click", function(src){window.status = src.getItemProperty("text")});
var alternate=function(){return this.getRowProperty("order")%2?"#EEEEEE":"white";}
var row=new Active.Templates.Row;
row.setStyle("background",alternate);
obj.setTemplate("row",row);
row.setEvent("onmouseover","mouseover(this,'active-row-highlight')");
row.setEvent("onmouseout","mouseout(this,'active-row-highlight')");obj.setTemplate("row",row);
function string(text){return text};
function number1(text){return Number(text)};
function number2(text){return Number(text.replace(/,/g, ""))};
var toValue=[string,string,number2,number2,number1];
obj.setDataProperty("value", function(i,j){return toValue[j](myData[i][j].replace(/<.+?>/g,""));});
document.write(obj);
</script>
</body>
</html>
Hover over "Adobe Systems" to see the 'title'. There needs to be a little extra code to remove the tags so sorting still works, but otherwise this works well for me.
But maybe I've got hold of the wrong end of the stick?