Hi Vinny,
Entity collection implements _IBindigList _trough its _DefaultView _object. As far as I know the entity collections are sortable by default.
If your GUI is ASP.Net 2.0 you should go on _LLBLGenProDataSource _(Ref: LLBLGenPro Help - Using the generated code - SelfServicing - Databinding at designtime and runtime - Databinding with ASP.NET 2.0).
If your GUI is WinForms or ASP.Net 1.x, please read LLBLGenPro Help - Using the generated code - SelfServicing - Databinding at designtime and runtime - Databinding with Windows Forms and ASP.NET 1.x.
Talking about IBindingList.SupportsSorting, please read this thread: http://www.llblgen.com/tinyforum/Messages.aspx?ThreadID=8192
Is your GUI ASP.Net or WinForms? and What LLBLGenPro version are you using?
Hope helpful