ASP.NET 2.0 - Sorting a GridView control bound to a List<T> object

I've got a gridview that is databound to a List<T> of objects from a custom class that I have defined.  I've got it working fine, but I need a little direction on how to apply sorting to the gridview so that it will sort the data based on a column when you click the header text in that column.

Unfortunately this is an older application written in ASP.NET 2.0, so any solution I use can't utilize .NET 3.5 language constructs.

Any help on this would be great.

Thanks