I have simple view that display all nodes of type "fileshare" (see module of the same name), the view type is "table view". Columns are Title, a custom CCK text field, Author, Comment:count, Workflow state and Updated Time.
Default sort criteria is the update time.
I've set one, some or all other columns as "sortable". The columns headers are clickable, the page reloads and shows the sort arrow when i click on them, but the order of the nodes does not change: it remains the the default one.