Datagrid Sorting Problem

[barrylowe]

For some reason, when I set Allow Sorting to True in my datagrid the headers do not change to Hyperlinks.

Here is the source for the datagrid:

<asp:datagrid id="dgrdCurrentVacancies" runat="server" AllowSorting="True" AutoGenerateColumns="False" BorderColor="#8AB0D5" BorderWidth="2px">
<ItemStyle Font-Size="Smaller"></ItemStyle>
<HeaderStyle Font-Bold="True" ForeColor="#003082" BackColor="#BCD4C7"></HeaderStyle>
<Columns>
<asp:HyperLinkColumn DataNavigateUrlField="JobID" DataNavigateUrlFormatString="VacancyDetails.aspx?jobid={0}" DataTextField="JobShopRef" HeaderText="Ref"></asp:HyperLinkColumn>
<asp:HyperLinkColumn DataNavigateUrlField="JobID" DataNavigateUrlFormatString="VacancyDetails.aspx?jobid={0}" DataTextField="JSTitle" HeaderText="Title"></asp:HyperLinkColumn>
<asp:BoundColumn DataField="JSLocation" HeaderText="Location"></asp:BoundColumn>
<asp:BoundColumn DataField="vacGrade" HeaderText="Grade"></asp:BoundColumn>
<asp:BoundColumn DataField="JSSalary" HeaderText="Salary"></asp:BoundColumn>
<asp:BoundColumn DataField="InputDate" HeaderText="Posted"></asp:BoundColumn>
<asp:BoundColumn DataField="JSCloseDate" HeaderText="Closing Date"></asp:BoundColumn>
</Columns>
<PagerStyle Mode="NumericPages"></PagerStyle>
</asp:datagrid>

Can ayone help?