I would do this with a simple dashboard and a blank floating object that hangs out on top of the field you do not want to be able to sort.
1) Create your view and place on a dashboard
2) select "Floating" from Objects in the left pane and then select "Blank" and place this in the dashboard.
3) resize and move this pane over the top of the headers that you would like to not be availble for sorting.
4) publish view to server.
i hope that helps.
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Thanks Patrick! I liked this idea so much, I added it to the Knowledge Base article.