Columbus Ohio USA
The Best practises - How do I ... ? page in the LLBLGen User Manual talks about this subject on the "sort a filled entity collection ?" page; Fourth list item from bottom.
The examples only show sorts on a single attribute, but you should be able to expand the sort to multiple columns.
Also, Check the docs at Using the Generated Code -> Adapter -> Using the entity collection classes "Client side sorting"
Good luck and happy sorting.