I'm using 2.6.10.0917 Self Servicing

I have an Entity called StorageUnitEntity that I extended using a partial class:

   public partial class StorageUnitEntity
    {
        public string DimensionLiteral
        {
            get { return string.Format("{0}' x {1}'", this.Length, this.Width); }
        }

I'm also using a RadGrid bound to a LLBLGENDatasource

            <Columns>
                <telerik:GridBoundColumn DataField="SquareFootageLiteral" 
                    HeaderText="SquareFootageLiteral" SortExpression="SquareFootageLiteral" UniqueName="SquareFootageLiteral">

    <llblgenpro:LLBLGenProDataSource ID="LLBLGEN_StorageUnits" runat="server" 
        DataContainerType="EntityCollection"         EntityCollectionTypeName="DAL.CollectionClasses.StorageUnitCollection, DAL">
    </llblgenpro:LLBLGenProDataSource>

I can see the values in the column rows but when I try to sort I get the error:

Invalid column name 'SquareFootageLiteral'. Description: An unhandled exception occurred during the execution of the current web request. Please review the stack trace for more information about the error and where it originated in the code.

Exception Details: System.Data.SqlClient.SqlException: Invalid column name 'SquareFootageLiteral'.

Do I have to set a custom property in the generator?

Your custom property is not a DB field, so it's client-side. You sould set the LLBLGenProDataSource SortingMode to ClientSide. Please take a look to this:

Databinding and SortingMode

http://www.llblgen.com/TinyForum/Messages.aspx?ThreadID=13171