C#

[EditorBrowsable(EditorBrowsableState.Never)]
public static class ListViewExtensions
{
    [StructLayout(LayoutKind.Sequential)]
    protected struct LVCOLUMN
    {
        public Int32 mask;
        public Int32 cx;
        [MarshalAs(UnmanagedType.LPTStr)]
        public string pszText;
        public IntPtr hbm;
        public Int32 cchTextMax;
        public Int32 fmt;
        public Int32 iSubItem;
        public Int32 iImage;
        public Int32 iOrder;
    }

    const Int32 HDI_WIDTH           = 0x0001;
    const Int32 HDI_HEIGHT          = HDI_WIDTH;
    const Int32 HDI_TEXT            = 0x0002;
    const Int32 HDI_FORMAT          = 0x0004;
    const Int32 HDI_LPARAM          = 0x0008;
    const Int32 HDI_BITMAP          = 0x0010;
    const Int32 HDI_IMAGE           = 0x0020;
    const Int32 HDI_DI_SETITEM      = 0x0040;
    const Int32 HDI_ORDER           = 0x0080;
    const Int32 HDI_FILTER          = 0x0100;

    const Int32 HDF_LEFT            = 0x0000;
    const Int32 HDF_RIGHT           = 0x0001;
    const Int32 HDF_CENTER          = 0x0002;
    const Int32 HDF_JUSTIFYMASK     = 0x0003;
    const Int32 HDF_RTLREADING      = 0x0004;
    const Int32 HDF_OWNERDRAW       = 0x8000;
    const Int32 HDF_STRING          = 0x4000;
    const Int32 HDF_BITMAP          = 0x2000;
    const Int32 HDF_BITMAP_ON_RIGHT = 0x1000;
    const Int32 HDF_IMAGE           = 0x0800;
    const Int32 HDF_SORTUP          = 0x0400;
    const Int32 HDF_SORTDOWN        = 0x0200;
 
    const Int32 LVM_FIRST           = 0x1000;         // List messages
    const Int32 LVM_GETHEADER       = LVM_FIRST + 31;
    const Int32 HDM_FIRST           = 0x1200;         // Header messages
    const Int32 HDM_SETIMAGELIST    = HDM_FIRST + 8;
    const Int32 HDM_GETIMAGELIST    = HDM_FIRST + 9;
    const Int32 HDM_GETITEM         = HDM_FIRST + 11;
    const Int32 HDM_SETITEM         = HDM_FIRST + 12;

    [DllImport("user32.dll")]
    private static extern IntPtr SendMessage(IntPtr hWnd, uint Msg, IntPtr wParam, IntPtr lParam);

    [DllImport("user32.dll", EntryPoint = "SendMessage")]
    private static extern IntPtr SendMessageLVCOLUMN(IntPtr hWnd, Int32 Msg, IntPtr wParam, ref LVCOLUMN lPLVCOLUMN);

    public static void SetSortIcon(this ListView listView, int columnIndex, SortOrder order)
    {
        IntPtr columnHeader = SendMessage(listView.Handle, LVM_GETHEADER, IntPtr.Zero, IntPtr.Zero);

        for (int columnNumber = 0; columnNumber <= listView.Columns.Count - 1; columnNumber++)
        {
            IntPtr columnPtr  = new IntPtr(columnNumber);
            LVCOLUMN lvColumn = new LVCOLUMN();
            lvColumn.mask     = HDI_FORMAT;
            SendMessageLVCOLUMN(columnHeader, HDM_GETITEM, columnPtr, ref lvColumn);
            if (!(order == SortOrder.None) && columnNumber == columnIndex)
            {
                switch (order)
                {
                    case SortOrder.Ascending:
                        lvColumn.fmt &= ~HDF_SORTDOWN;
                        lvColumn.fmt |= HDF_SORTUP;
                        break;
                    case SortOrder.Descending:
                        lvColumn.fmt &= ~HDF_SORTUP;
                        lvColumn.fmt |= HDF_SORTDOWN;
                        break;
                }
                lvColumn.fmt |= (HDF_LEFT | HDF_BITMAP_ON_RIGHT);
            }
            else
            {
                lvColumn.fmt &= ~HDF_SORTDOWN & ~HDF_SORTUP & ~HDF_BITMAP_ON_RIGHT;
            }
            SendMessageLVCOLUMN(columnHeader, HDM_SETITEM, columnPtr, ref lvColumn);
        }
    }
}