Use a querystring

dim vOrderBy, strSQL

vOrderBy = ""
vOrderBy = request.querystring("ob")

strSQL = ""
strSQL = "SELECT * from tab_Whatever ORDER BY "&vOrderBy&" "

Your links would be <a href="link.asp?ob=a">Link</a>

Or you could even put little Up/Down arrows at the top of each column and then pass an ASC or DESC

Dim vOrderBy, vOrder, strSQL

vOrderBy = ""
vOrder = ""
strSQL = ""

vOrderBy = ""
vOrderBy = request.querystring("ob")

vOrder = ""
vOrder = request.querystring("o")

Select case vOrder
Case "a"
vOrder="ASC"
Case "d"
vOrder="DESC"
End Select

strSQL = ""
strSQL = "SELECT * from tab_Whatever ORDER BY "&vOrderBy&" "&vOrder&" "