Offering an interactive sort handling multiple columns is nothing trivial.
Unless you want to write a good amount of code handling logic for multiple row clicks, editing and refreshing page content, managing sort algorithms for large tables… then you really are better off adopting a plug-in.
tablesorter, (with updates by Mottie) is my favorite. It’s easy to get going and very customizable. Just add the class tablesorter
to the table you want to sort, then invoke the tablesorter plugin in a document load event:
$(function(){
$("#myTable").tablesorter();
});
You can browse the documentation to learn about advanced features.