How can we select which column the order screen will list the orders?

I have tried to work this out looking at heaps of code on different screens, but just can't work it out.

An example of what would be great is the customer list screen works, or just a default that can be set.

It currently seems to sort off the order number, where I would like it to sort on the date (yes this is different on my installation) and if it can have the same options for sorting as the customer screen that would be even better.

Any help greatly appreciated.

Thanks, Max