Propriedade DataGridView.SelectedColumns

private void sortButton_Click(object sender, System.EventArgs e)
{
    // Check which column is selected, otherwise set NewColumn to null.
    DataGridViewColumn newColumn =
        dataGridView1.Columns.GetColumnCount(
        DataGridViewElementStates.Selected) == 1 ?
        dataGridView1.SelectedColumns[0] : null;

    DataGridViewColumn oldColumn = dataGridView1.SortedColumn;
    ListSortDirection direction;

    // If oldColumn is null, then the DataGridView is not currently sorted.
    if (oldColumn != null)
    {
        // Sort the same column again, reversing the SortOrder.
        if (oldColumn == newColumn &&
            dataGridView1.SortOrder == SortOrder.Ascending)
        {
            direction = ListSortDirection.Descending;
        }
        else
        {
            // Sort a new column and remove the old SortGlyph.
            direction = ListSortDirection.Ascending;
            oldColumn.HeaderCell.SortGlyphDirection = SortOrder.None;
        }
    }
    else
    {
        direction = ListSortDirection.Ascending;
    }

    // If no column has been selected, display an error dialog  box.
    if (newColumn == null)
    {
        MessageBox.Show("Select a single column and try again.",
            "Error: Invalid Selection", MessageBoxButtons.OK,
            MessageBoxIcon.Error);
    }
    else
    {
        dataGridView1.Sort(newColumn, direction);
        newColumn.HeaderCell.SortGlyphDirection =
            direction == ListSortDirection.Ascending ?
            SortOrder.Ascending : SortOrder.Descending;
    }
}