Valerio,

There are two pretty straight forward was to solve this. First which is only useable if you wont be populating the different ratings that you can use from a database. If you create an enum like the following:

public enum Ratings : int
{
	Bad = 1,
	OK = 2,
	Great = 3,
	Awesome = 4
}

Then expose a property on the object that you are using for each row in the xamWebGrid that is of type Ratings. With this approach it will work all by its self with no additional code needed. 

That being said if adding a property to an object is not a option then you have to make a custom IComparer to use for the column. The IComparer will take the value that is displayed in the cell and compare all the values in the collection by calling the Compare method I Have provided you with a sample IComparer below:

public class RatingComparer : IComparer<string>
{
	public int Compare(string x, string y)
	{
		var weight = getSortPositionForItem(x) - getSortPositionForItem(y);
		return weight;
	}
	//     A signed integer that indicates the relative values of x and y, as shown
	//     in the following table.Value Condition Less than zero x is less than y. Zero x
	//     equals y. Greater than zero x is greater than y.
	private int getSortPositionForItem(string item)
	{
		switch (item)
		{
			case "Bad":
				return 1;
			case "OK":
				return 2;
			case "Great":
				return 3;
			case "Awesome":
				return 4;
			default:
				return 0;
		}
	}
}

I will put together a sample in a blog post later today. Please let us know if this answered your question.