I just finished publishing a new article about displaying ListView column header sorting icons. Check it out if you have to show the column sorting icons in .NET versions prior to 3.0.
Below is a brief text about the article.
There are numerous articles online that show how to use the ListView control in C# but, unfortunately, you won’t find any that explain how to show the user which column you are actually sorting on. This article explains how to display a sorting icon in the ListView column header using Visual C# .NET. You you can easily port the concepts explained here to other .NET languages like Visual Basic .NET.