Files order by CreationTime

That is more of a pain than it looks - the Array.Sort method uses the default IComparable implementation of FileInfo, and you can't override it in a derived class, because you can't easily cast up from the FileInfo returned by GetFiles!
You can do it with Linq:

DirectoryInfo di = new DirectoryInfo(@"c:\MyDir");
FileInfo[] files = di.GetFiles("*.xml").OrderBy(fi => fi.CreationTime).ToArray();

But if you are using only .NET 2 that isn't so easy as Linq is not included.

Your only other option is to do it manually: either write your own sort method, or encapsulate the FileInfo into a different class and sort that.

you can do like this

DataTable DtTable = new DataTable();
            DtTable.Columns.Add("filename", typeof(string));
            DtTable.Columns.Add("Created", typeof(DateTime));
            DirectoryInfo Diinfo = new DirectoryInfo(@"C:\WINDOWS\");
            FileInfo [] Finfo  = Diinfo.GetFiles();
           
            foreach (FileInfo fi in Finfo)
            {
               DataRow DrNewRow = DtTable.NewRow();
               DrNewRow["filename"] = fi.Name.ToString();
               DrNewRow["Created"] = fi.CreationTime;
               DtTable.Rows.Add(DrNewRow);
            }

            DataView dv = new DataView(DtTable);
            dv.Sort = "Created Asc";
            DataTable NewSortTable = dv.ToTable();
            dataGridView1.DataSource = NewSortTable;