Prevent TAdvColumnGrid from sorting

How do I prevent a TAdvColumnGrid from sorting? I have only found ways to influence the way it sorts, not stop the sorting all together. I only do NOT want the arrow to be displayed in the header.
I am sure it must be really simple, but I can't find it...

Anyone? I thought I'd ask it here because then eveybody can benefit from an answer. Guess I'd better send in a supportquestion.