To allow a column of dates to be sorted as dates not strings, set the Data.ColumnEdit property to a DateEdit type. The default sorting mechanism will use the data type as specified in the ColumnEdit property for the column to determine how to sort the fields.
Just because you are setting this property doesn't mean you have to allow users to edit the field, however. You can still set the OptionsColumn.AllowEdit=False so the user can't edit the dates.
Hope this helps someone else who found this thread but didn't benefit from the answers posted so far.