From Xojo Documentation
Enables or disables column sorting. Column is zero-based.
SortTypes is an enumeration and may be set to either:
The default is Sortable. Sortable means that the column can be clicked on and will display mouse over events. If the column is NotSortable, then the header cannot be clicked on and will not display mouse over events. Setting Column to ListBox.AllColumns affects the header type of all columns.
The following code in the Open event of the ListBox sets the first two columns as sortable and the third column as non-sortable.