Is there anyway you can sort a jqgrid on several columns? For example, first sort on last name, if they are equal, sort on first name, etc.

At the moment I solved this problem with a button "sort by name + first name" that sends a GET to the server with argument sortBy=name,first_name. The result of this GET call is my sorted JSON data which I put in the jqgrid with addJSONData. The only problem i'm still having is that the sort image (the up or down arrow) is on the wrong column (= the column the grid was sorted on before the 'sort by name + first name' button was clicked)

Is there a way to put the sort image on the 2 columns I sorted on? Or is there a better way to sort on multiple columns?