Sort indicator in System.Web.Helpers.WebGrid

ASP.NET MVC 3 has a new long expected native class System.Web.Helpers.WebGrid which is highly customizable and could be used in a number of different scenarios. Among other the grid is able to automatically sort data by selected column. I would like to show how to add a sort indicator near the column title. It's not too difficult, but as I know, can't be done by configuring WebGrid itself.