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A DataSet object was specifically created to "collect" and "manage" multiple tables, and work in a disconnected state. You can even define foreign keys into the DataSet so that if a record is deleted from a table, it's corresponding records in the other table is deleted also. I would collect your data into ...
One solution would be to bind to a DataView rather than a DataSet. DataViews can be sorted (without a query call) look into the documentation for DataView and SortFilter.
hope this helps.