I'm experiencing the same problem, headerRenderer works fine, but can't find anything about the arrow...
Which headerRenderer are you using? Is it the column reordering one? If yes, then you can enable sorting by doing what Dirk mentions here:
http://manish.revise.org/archives/2005/01/16/drag-n-drop-reodering-of-datagrid-columns/#comment-949
Change on* to do*
You'll have to draw the arrow yourself though.
And the shiftColumns() function is not needed. It was as simple as doing addColumnAt(destinationIndex, removeColumnAt(sourceIndex))
Manish
