Here's the simplest way to sort and filter data in a DataTable. Use DataView.

Note: This demo connects to an SQL Server and uses the Northwind database. You need to modify the App.config to make this demo work.

Here's the C# sample.

using System;
using System.Data;
using System.Data.SqlClient;
using System.Configuration;

namespace SortingDataTables
{
    /// <summary>
    /// Summary description for Class1.
    /// </summary>
    class MainClass
    {
        /// <summary>
        /// The main entry point for the application.
        /// </summary>
        [STAThread]
        static void Main(string[] args)
        {
            // declare a dataview and assign it the values from GetEmployeesUnsorted()
            DataView dvUnsorted = GetEmployeesUnsorted();
Console.WriteLine("+++++ Unsorted Dataview ++++++");
            //call our print function
            PrintToConsole(dvUnsorted,"LastName");    
            
            // declare a dataview and assign it the values from GetEmployeesSorted()
            DataView dvSorted = GetEmployeesSorted();
            Console.WriteLine("+++++ Sorted Dataview ++++++");
            //call our print function
            PrintToConsole(dvSorted,"LastName");

            // declare a dataview and assign it the values from GetEmployeesWithFilter()
            DataView dvFiltered = GetEmployeesWithFilter();
            Console.WriteLine("+++++ Filtered Dataview ++++++");
            //call our print function
            PrintToConsole(dvFiltered,"LastName");
            
            //pause
            Console.ReadLine();

        }

        private static void PrintToConsole(DataView dv, string columnName)
        {
            //loop thru the dataview
            for(int i =0; i < dv.Count; i++)
            {
                //print the value in index i from the specified column
                Console.WriteLine(dv[i][columnName].ToString());
            }
        }

        private static DataView GetEmployeesSorted()
        {
            //get the connection string from app.config
            string connectionString = ConfigurationSettings.AppSettings["ConnectionString"];
            //create a new connection and assign our connection string
            SqlConnection sqlConnection = new SqlConnection(connectionString);
            //create a new command and pass our sql statement and our connection object.
            SqlCommand sqlCommand = new SqlCommand("Select Lastname from Employees",sqlConnection);

            //open the connection
            sqlConnection.Open();
            
            //create a new sqladapter and set its command object with our sqlcommand
            SqlDataAdapter sqlAdapter = new SqlDataAdapter(sqlCommand);
            //create a new dataset to hold our data
            DataSet ds = new DataSet();
            //fill the dataset with the result of our query from the specified command
            sqlAdapter.Fill(ds);

            //create a new dataview from our table in our dataset at index 0
            DataView dv = new DataView(ds.Tables[0]);

            //apply a sort
            dv.Sort = "Lastname Desc";

            //close our connection
            sqlConnection.Close();

            //return our dataview
            return dv;
        }

        private static DataView GetEmployeesUnsorted()
        {
            //get the connection string from app.config
            string connectionString = ConfigurationSettings.AppSettings["ConnectionString"];
            //create a new connection and assign our connection string
            SqlConnection sqlConnection = new SqlConnection(connectionString);
            //create a new command and pass our sql statement and our connection object.
            SqlCommand sqlCommand = new SqlCommand("Select Lastname from Employees",sqlConnection);

            //open the connection
            sqlConnection.Open();
            
            //create a new sqladapter and set its command object with our sqlcommand
            SqlDataAdapter sqlAdapter = new SqlDataAdapter(sqlCommand);
            //create a new dataset to hold our data
            DataSet ds = new DataSet();
            //fill the dataset with the result of our query from the specified command
            sqlAdapter.Fill(ds);

            //create a new dataview from our table in our dataset at index 0
            DataView dv = new DataView(ds.Tables[0]);

            //close our connection
            sqlConnection.Close();

            //return our dataview
            return dv;

        }

        private static DataView GetEmployeesWithFilter()
        {
            //get the connection string from app.config
            string connectionString = ConfigurationSettings.AppSettings["ConnectionString"];
            //create a new connection and assign our connection string
            SqlConnection sqlConnection = new SqlConnection(connectionString);
            //create a new command and pass our sql statement and our connection object.
            SqlCommand sqlCommand = new SqlCommand("Select Lastname from Employees",sqlConnection);

            //open the connection
            sqlConnection.Open();
            
            //create a new sqladapter and set its command object with our sqlcommand
            SqlDataAdapter sqlAdapter = new SqlDataAdapter(sqlCommand);
            //create a new dataset to hold our data
            DataSet ds = new DataSet();
            //fill the dataset with the result of our query from the specified command
            sqlAdapter.Fill(ds);

            //create a new dataview from our table in our dataset at index 0
            DataView dv = new DataView(ds.Tables[0]);

            //apply our row filter. get only records with a lastname of 'Callahan'
            dv.RowFilter = "LastName = 'Callahan'";

            //close our connection
            sqlConnection.Close();

            //return our dataview
            return dv;
        }
    }
}

Here's the VB.NET sample.