+1  A: 

Can't you just use context menu like this:

http://developer.yahoo.com/yui/examples/datatable/dt%5Fcontextmenu.html

FractalizeR
I "could" do a lot of different things I suppose. But what my boss specifically wanted was the same type of functionality as in SharePoint as shown in my original question.
TehOne
Menus like that are probably the quickest way to get something close to sharepoint without writing it yourself
Gabe Moothart
+1  A: 

I do not believe that anything like this currently exists. Ascending/Descending sort is supported out of the box, but I assume you know that.

Filtering can be done (there are examples here and here), but not with the UI you want. You should probably tell your boss that the cost involved in your writing this feature to satisfy his whim is probably not worth the benefit, and you should find another UI paradigm that's easier to implement.

That said, if you do decide to subclass the DataTable to do something like this, please do submit your changes back to YUI so that everyone can benefit from them

Gabe Moothart
Thanks for the information. I don't think I'll be given time to implement this using YUI. I am a bit surprised though that this doesn't already exist. Seems like a useful feature. Oh well, I guess we'll just have to stick with using the dev-ex grid for now. Thanks for the links though.
TehOne
@TehOne no problem. I was just about to post another answer suggesting you use a DevEx grid instead :-)
Gabe Moothart