Well I found the answer set "aaSorting" to an empty array:
$(document).ready( function() {
$('#example').dataTable({
/* Disable initial sort */
"aaSorting": []
});
})
For newer versions of Datatables (>= 1.10) use order option:
$(document).ready( function() {
$('#example').dataTable({
/* No ordering applied by DataTables during initialisation */
"order": []
});
})