Thanks Walaa,
It should help! I will probably solve my issue.
But I think I will get back with some comments. (For example... why it is not the default behavior ? I think it would be nice to have a behavior similar to Microsoft Datasource.)
Frans took note about adding a sort clause property into the LLBLGenDatasource (for a future release). With that added property it would still be better too!
I will try your suggestion soon, near thursday.