CSLA 3.6 and MS WPF DataGrid

I'm trying to use the column sort option of the MS WPF Datagrid, with the grid bound to a CslaDataProvider, the grid will display the data, but I'm unable to sort the list by clicking on the column header.  I have tried other vendor WPF grids, but all behave the same way.

Has anybody been able to get this to work ?

If YES please explain how or any idea's of how I can get this to work

The only way I could make it work is by using Linq. Like this:
Instead of line
ItemsSource = list
I used
ItemsSource = from item in list select item;