Turns out doing it that way cause inaccuracies, for some reason sortDecending will report false too often. Checkout this post:

http://blog.flexexamples.com/2007/08/31/toggling-sortable-columns-in-a-flex-datagrid-control/#comment-4653

private function doHeaderRelease(event:DataGridEvent):void {
var dg:DataGrid= event.currentTarget as DataGrid;

trace(”column: ” + String(event.dataField));
trace(”descending: ” + String(dg.columns[event.columnIndex].sortDescending));
}