EDIT: I'm working on this page now and for the next couple of hours, so please don't bother looking at it.
I had many outstanding suggesting when I first asked this question five weeks ago.
The question evolved into "how to show the user the way table columns will be sorted?"
I modified the page so that it now claims to show, as a confirmation, a list of the columns to be sorted; and the sort orders of those columns. Could I ask you to take a look again at the page, with its huge table and tell me how you react to the solution?
EDIT: to make the question explicit.
My question: Can you tell, after selecting a column by clicking its header cell, what the page is going to do? How it will evolve? IOW, when you select a column for sorting, do you see a confirmation of your select action?
If you see the confirmation, is it completely obvious, clear, and unambiguous?
If you don't see the confirmation, please tell me so.
The page works OK in FF 3.16, Safari 5.0.3, and Chrome 12; but to be happy again, IE 8 demands that more virgins be sacrificed.