Stefan, FeatureDataGrid controls in ESRI API are extended verisons of Microsoft DataGrid controls in WPF and Silverlight platforms that are basically different controls. If some of your attributes are not sortable in WPF then you can do the following in your XAML code:1) Set FeatureDataGrid's "AutoGenerateColumns" property to FALSE:
<esri:FeatureDataGrid AutoGenerateColumns="False" ................ >
</esri:FeatureDataGrid>
2) Define DataGrid columns collection in your FeatureDataGrid for the attributes you would like to shown and set their "CanUserSort" property to TRUE:
<DataGrid.Columns>
<DataGridTextColumn Binding="{Binding STATE_NAME}" Header="State Name" CanUserSort="True" />
<!-- More columns here (could be DataGridComboBoxColumn, DataGridComboBoxColumn, DataGridTemplateColumn, or a DataGridTemplateColumn -->
</DataGrid.Columns>