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.