OMG!! Years later, I found this by chance and this is exactly what I needed ! Tahnks ;)

Edit: It works well with _IMAGE instead of _SORTDOWN or _SORTUP Only problem is that it will remove the other image on the column header (if you dont have any image in your column header, then it's all fine, but if you do, like in my project, well it will be either on the left, or on the right as a sort indicator, but not both. My plan was to leave a column header image on the left, and a small arrow on the right......) Will need to owner draw the full header :/ That's bad because column header's mouse over event are pretty hard to catch.. dont even know how to do so far...... Anyway, if someone has a clue.. :)

Hi! The extention method works pretty good. (I'm on XP and it's on the right of the text) Does anyone know, if there's any chance to set the flag

lvcolumn.fmt |= HDF_BITMAP|HDF_BITMAP_ON_RIGHT;

instead of

lvColumn.fmt &= ~HDF_SORTDOWN;
lvColumn.fmt |= HDF_SORTUP;

and then load a picture (from the C# .resx file for instance) ?? I would like to use the same exact extention, but drawing a custom arrow of my own instead of the system's arrow ... any help appreciated ;)