Anyway, I got stuck in a very simple issue: How to sort a Linq query based on the string returned by the GridView Sorting event. After a lot of tries and Googling I found it was easier to use third party software (although it's more of a 2.5rd party software, as it is made by Scott Guthrie from Microsoft). Here is the link to the blog entry: Dynamic LINQ (Part 1: Using the LINQ Dynamic Query Library) . You can find there a sample project to download, with the LINQ Dynamic Library inside.
With this library and the OrderBy extension methods the code becomes:
var somethings=from something in db.Somethings....;
var data = somethings.OrderBy(Sort + " asc");