I would like to suggest on a bit changing (current) Multi Column sorting behaviour to the more standart way used by other tools.
Problem with current method:
Most of the time we need to sort by one column only, so this forces us to do double job each time we need to perform sorting by only one column. First I need to hold shift to unbind sorting from the column and only then I am able to sort by desired (one) column.
Allow us to sort by one column by default. If user needs to do multi-sorting, he would need to hold shift key and click on desired columns. In case you prefer current method more, please give us an option to choose the behaviour we would like to have for Multi Column sorting.
I hope that my suggestion will be heared as this will greatly benefit users experience. Thanks!