Lets say we have a sortable table like this:

download bmml source – Wireframes created with Balsamiq Mockups
It seems obvious that if I click on "Employee", that the table should reorder itself, probably putting the checked at the top and unchecked at the bottom.
But what if the table looks like this:

What should happen if the user clicks "Employee"? A few possibilities:
- Do nothing
- Reverse the current order
- Order according to some "primary sort key" (in this example there is none -- or maybe it's the name?).
Also, don't focus on the fact that it's a column of checkboxes either, the same approach should apply if it was a column of numbers that were all "42" or a column of text that was all "Plumbing".