I'm not sure I understand exactly what you are trying to do, but going by the code in InitializeLayout, it looks like you are trying to synchronize the sorting between the 'ApptStateDispCharColumn' and 'ArrivalTimeColumn' columns. If this is the case, I think all you have to do is assign the same SortComparer instance to both of those columns, and modify the implementation to account for both of them. You would sort the 'ApptStateDispCharColumn', and then when the values in that column are the same, sort by 'ArrivalTimeColumn', i.e., make that the secondary sort criteria.

Alright, I might've not made it clear what I wanted to accomplish, for that, sorry.

Here's what I'd like done:

UltraWInGrid loads -> sorts by a custom order with following code: (This works perfectly!)

        private void ultraGridDaySheet_InitializeLayout(object sender, InitializeLayoutEventArgs e)
        {
            e.Layout.Override.HeaderClickAction = HeaderClickAction.SortMulti;
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.TimeColumn.ColumnName].SortIndicator = SortIndicator.Ascending;
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.ApptStateDispCharColumn.ColumnName].SortComparer = new MySortComparer();
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.ApptStateDispCharColumn.ColumnName].SortIndicator = SortIndicator.Ascending;
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].SortedColumns.Add(ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.ApptStateDispCharColumn.ColumnName], false);
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.ArrivalTimeColumn.ColumnName].SortIndicator = SortIndicator.Ascending;
        }

Here's where I'd like to expand a bit. When the user clicks on the Column "Time", I'd like it to be sorted by this exact same way ( ultraGridDaySheet_InitializeLayout(object sender, InitializeLayoutEventArgs e) ).

I've used the following code:

        private void ultraGridDaySheet_MouseClick_1(object sender, MouseEventArgs e)
        {
            UltraGrid grid = sender as UltraGrid;
            Infragistics.Win.UIElement controlElement = grid.DisplayLayout.UIElement;
            Infragistics.Win.UIElement elementAtPoint = controlElement != null ? controlElement.ElementFromPoint(e.Location) : null;
            UltraGridColumn column = null;
            while (elementAtPoint != null)
            {
                HeaderUIElement headerElement = elementAtPoint as HeaderUIElement;
                if (headerElement != null &&
                     headerElement.Header is Infragistics.Win.UltraWinGrid.ColumnHeader)
                {
                    column = headerElement.GetContext(typeof(UltraGridColumn)) as UltraGridColumn;
                    if (column.Key.Equals("Time"))
                    {
                                    this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.TimeColumn.ColumnName].SortIndicator = SortIndicator.Ascending;
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.ApptStateDispCharColumn.ColumnName].SortComparer = new MySortComparer();
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.ApptStateDispCharColumn.ColumnName].SortIndicator = SortIndicator.Ascending;
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].SortedColumns.Add(ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.ApptStateDispCharColumn.ColumnName], false);
            this.ultraGridDaySheet.DisplayLayout.Bands[m_DaySheetDataSet.DaySheet.TableName].Columns[m_DaySheetDataSet.DaySheet.ArrivalTimeColumn.ColumnName].SortIndicator = SortIndicator.Ascending;

                    }
                    break;
                }

                elementAtPoint = elementAtPoint.Parent;
            }
        }

But the issue is, it doesn't want to sort back to the way it was when ultraGridDaySheet_InitializeLayout(object sender, InitializeLayoutEventArgs e) was called.

Hopefully this clears up what I was trying to achieve.