I do not quite understand the question.
To put a drop down list in a particular order you are going to do it the same way as anything else. You are going to create a data set and order that either asc or desc and then bind the list to it. Do you want to change how the data grid is ordered by the value of the drop down list? I would just have a drop down and a command button, the button would resend the page when the user selects what he wants to order by, the button will fire a script that redirects the page to its self but with a query string witht he value of whatever selection. You take that value then in form load order by that value variable which would be a table column. So the drop down list values would be table column names. Also thrown in asc and desc by saying if querysting order = asc run this statement if order = desc run this one.