Flex: server paged DataGrid: arrows disappearing

Question

In Flex I'm using the following code to allow sorting in a DataGrid (the data is paged and sorted serverside).

protected function headerReleaseHandler(event:DataGridEvent):void {
        event.preventDefault();
        var c:DataGridColumn = columns[event.columnIndex];
        var index:int = c.dataField as int;
        var isDesc = c.sortDescending;

        if(index == _lastSortIndex)
        {
            isDesc = !this._lastSortDesc;
        }

        var pageSort:PageSort = new PageSort(index,isDesc,this);
        pageSort.onPageSort();
        this._lastSortIndex = index;
        this._lastSortDesc = isDesc;
    }

public class PageSort
{
    private var model:MyModelLocator = MyModelLocator.getInstance();
    private var service:Object;
    private var sortIndex:int;
    private var sortDesc:Boolean;
    private var pagedDG:PaginatedDataGrid;

    public function PageSort(sortIndex:int,sortDesc:Boolean,pagedDG:PaginatedDataGrid)
    {
        service = ServiceLocator.getInstance().getRemoteObject("localInfo");
        this.sortIndex = sortIndex;
        this.sortDesc = sortDesc;
        this.pagedDG = pagedDG;
    }

    public function onPageSort():void
    {
        var call:Object = service.GetPageSort(sortIndex,sortDesc);
        call.addResponder(new AsyncResponder(onSortResultHandler,onSortFaultHandler));
    }

    public function onSortResultHandler(evt:Object,token:Object = null):void
    {
        pagedDG.dataProvider = evt.result.serverInfo.initialData as Array;
    }

    public function onSortFaultHandler(evt:FaultEvent,token:Object = null):void
    {
        Alert.show('Error,'Error in sorting！');
    }

}

This works perfectly, except that the arrows that indicate sorting isn't shown. How can I accomplish that?

Thanks!/Shuo