Hi,

One way you might be able to do this is to take advantage of the fact that when you set the SortIndicator on the column to None, the grid does not un-sort the column. So if you set the SortIndicator to Ascending, then force the grid to paint, you can then set the SortIndicator back to none to remove the indicator, while the column remains sorted. 

Something like this:

        private void ultraGrid1_InitializeLayout(object sender, Infragistics.Win.UltraWinGrid.InitializeLayoutEventArgs e)
        {
            e.Layout.Override.HeaderClickAction = HeaderClickAction.Select;
            e.Layout.Override.SelectTypeCol = SelectType.None;
        }

        private void ultraGrid1_MouseUp(object sender, MouseEventArgs e)
        {
            // Get the grid.
            UltraGrid grid = (UltraGrid)sender;

            // Get the last UIElement entered by the mouse.
            UIElement element = grid.DisplayLayout.UIElement.LastElementEntered;

            // Try to get a column header.
            Infragistics.Win.UltraWinGrid.ColumnHeader columnHeader = element.GetContext(typeof(Infragistics.Win.UltraWinGrid.ColumnHeader)) as Infragistics.Win.UltraWinGrid.ColumnHeader;
            if (columnHeader != null)
            {
                // Get the last sort direction of the column from the tag property on the
                // column header.
                SortIndicator? sortIndicator = columnHeader.Tag as SortIndicator?;

                // Toggle to sorting.
                switch (sortIndicator)
                {
                    case SortIndicator.Descending:
                    case null:
                        sortIndicator = SortIndicator.Ascending;
                        break;
                    case SortIndicator.Ascending:
                        sortIndicator = SortIndicator.Descending;
                        break;
                }

                // Store the new sort direction in the tag. This is so we can clear the
                // SortIndicator property on the column, but still remember which direction
                // the column was last sorted.
                columnHeader.Tag = sortIndicator;

                // Get the column.
                UltraGridColumn column = columnHeader.Column;

                // Force the grid to sort.
                column.SortIndicator = (SortIndicator)sortIndicator;
                column.Band.SortedColumns.RefreshSort(true);
                column.Band.Layout.Grid.Refresh();

                // Un-sort.
                column.SortIndicator = SortIndicator.None;
            }
        }

There are a couple of caveats, though.

1) The grid sorts lazily. This means that in order to sort the grid, you will have to force it to paint while the SortIndicator is set. This is easy enough to do, but it means there will be a little flicked in the column header while the sort indicator appears and then disappears. To get around this, you can probably use the same CreationFilter you referred to here.

2) Since the SortIndicator on the column is getting cleared, you will need to remember which columns are sorted and in what direction. In my sample code here, I use the Tag property on the column header. But my implementation here is incomplete. I did not, forexample, clear the tag of all of the other columns when you sort a column. I also didn't attempt to deal with multi-column sorting.