There's a lot of javascripts out there that can do this. Of course I don't know of any offhand but I've played with a lot in the past.

If you only want to do it the PHP way, well you would make each a link that references the page. So when a user clicks on the link, it re-posts the page and provides added data to your SQL query like ASC or DESC for example...

Since you clicked on the header, you can now change the color to show that this header is highlighted and clicked on...

The JS way though is a bit smoother because it doesn't have to reload the page, it just takes data that has already been outputted...

I'm not that very good at JS though so you'd have to get a response from the JS experts around here..