Yeah, there's nothing built-in. But take a look at the code for the sorting_helper, it's only 20-25 lines of code for a general purpose sorter. It goes to show how easy this sort of thing is to accomplish in Rails. I would probably never bother with this sorter code since it's trivially fast to implement exactly what I want.
Tks Gabriel - you don’t have a site I can have a look at? - I’d be interested in seeing how people have laid-out their sorting links
got it Michael thanks - cool - what did you use on the site for the “page forward” / “jump to last page”? Was it the rails paging mechanism?
thanks Michael - I’ll digest it over the next day or two 
if you're ever looking to use ajax to do table sorting there's a few resources that i've picked up over the last few months.
This first one is just a tutorial that walks through building your own helpers for it. pretty sure it degrades well if the user doesn't have javascript too, so it'll prlly be easy to figure out either way.
http://dev.nozav.org/rails_ajax_table.html
I haven't actually used this next one in my projects, but it looks really nice. I've played around with it some and it seems like it requires a little bit more of a learning curve to actually have it do just what I want. But maybe it can help you.
I think I found a bug in Sort Helper at http://wiki.rubyonrails.com/rails/pages/Sort+Helper
I posted a note on the wiki: