Ok guys, I've been pretty busy searching for a solution to take this functionality done by the time I am writting this. Just wanted to share this code if somebody needs it in the future.
As you may know the DataGrid component does'nt sort numbers by default, and even if you get yourself sorting them, you'd probably want also a natural descending-ascending-click-this-header-and-work-please-I-beg-you functionality...

well, you can get this done in a very easy way:
1) First, you are going to catch the headers event, just to know if the user made a click trying to sort "any" column. (I put this is the onLoad of my Form/MovieClip, if that can help you too!!!)
var myInstance = this; // this gives me the reference to my class where I have my sorting function
var myListener:Object = new Object();
myListener.headerRelease = function(evt:Object) {
var sortOrder:String = evt.target.sortDirection;
var sortColumn:String = evt.target.columnNames[evt.columnIndex];
//In the next instrucction, QUANTITY is the name of the column header and just in case lets deal with uppercase
if(sortColumn.toUpperCase() == "QUANTITY" ){//here you can write one or more header titles, where you know that the contens are numbers, and you want to sort them as numbers
myInstance.sortArray(sortColumn, sortOrder);
}
};
//stockGrid_dg is the DataGrid that we are refering to give this functionality
stockGrid_dg.addEventListener("headerRelease", myListener);
2) Then later as a part of my class I have my sorting function
public function sortArray(sortColumn:String, sortOrder:String){
if(sortOrder == "ASC"){
stockGrid_dg.sortItemsBy(sortColumn, Array.NUMERIC | Array.ASCENDING);
}else{
stockGrid_dg.sortItemsBy(sortColumn, Array.NUMERIC | Array.DESCENDING);
}
}
And that's it, got it work??? feel free to ask if you have problems with this.
If you want to get more abstract, you can take this chunk of code and start to make some experiments. I tried to make it a lot simplier to use for new users.
Take care!!!