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When you use colspan and you allow sorting, the active column breaks. For instance:
$rows[] = array('cell 1', 'cell 2', 'cell 3', 'cell 4');
$rows[] = array('cell 5', array('data' => 'cell 6', 'colspan' => '2'), 'cell 8');
$rows[] = array('cell 9', 'cell 10', 'cell 11', 'cell 12');
return theme('table', array('row 1', 'row 2', array('data' => 'row 3', 'field' => '2', 'sort' => 'asc'), 'row 4'), $rows);
Although it's quite plain to see why this happens, it's obviously not nice looking...?