Sorting and filtering not working

I can't seem to make filtering and sorting work with my RadVirtualGrid. The control itself does the job mostly fine - lightning fast loading of 2000+ rows of data.

I've reduced it to a simple example: a single form with a single RadVirtualGrid, which uses all the code form the online example, 

Only different between my simple example and the documented one is that I don't get the objects from a DB - just make them.

The grid populates fine - it's just the filter/sort which does nothing.

I can get the more advanced filter/sort option events to fire OK, but I only need the simple stuff - single column sorts and single column filtering

There's obviously something really simple I've missed -any suggestions ?

Code is:

Imports Telerik.WinControls.UI

Public Class RadForm1
    Private columnNames As String() = New String() {"CompanyName", "ContactName", "ContactTitle", "Address", "PostalCode"}
    ' Dim connectionString As String = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" +
    "..\..\DataSources\Nwind.mdb;Persist Security Info=True"   - NOT USED
    Private data As New List(Of Customer)()
    Private Sub VirtualGridPopulatingWithData_Load(sender As Object, e As EventArgs) Handles Me.Load
        AddHandler Me.RadVirtualGrid1.CellValueNeeded, AddressOf radVirtualGrid1_CellValueNeeded
        Me.RadVirtualGrid1.ColumnCount = columnNames.Length
        SelectData()
    End Sub
    Private Sub radVirtualGrid1_CellValueNeeded(sender As Object, e As VirtualGridCellValueNeededEventArgs)
        If e.ColumnIndex < 0 Then
            Return
        End If
        If e.RowIndex = RadVirtualGrid.HeaderRowIndex Then
            e.Value = columnNames(e.ColumnIndex)
        End If
        If e.RowIndex < 0 Then
            e.FieldName = columnNames(e.ColumnIndex)
        End If
        If e.RowIndex >= 0 AndAlso e.RowIndex < data.Count Then
            e.Value = data(e.RowIndex)(e.ColumnIndex)
        End If
    End Sub
    Private Sub SelectData()

        data = Customer.makeData

        Me.RadVirtualGrid1.RowCount = data.Count
    End Sub
End Class
Public Class Customer

    Public Shared Function makeData() As List(Of Customer)
        Dim someCustomers As New List(Of Customer)
        someCustomers.Add(New Customer("1", "Company1", "Fred", "Mr", "addr1", "np7"))
        someCustomers.Add(New Customer("2", "Company2", "Bill", "Mr", "addr2", "np8"))
        someCustomers.Add(New Customer("3", "Company3", "Andi", "Mrs", "addr0", "np3"))

        Return someCustomers
    End Function

    Public Sub New(customerId As String, companyName As String, contactName As String,
    contactTitle As String, address As String, postalCode As String)
        Me.CustomerId = customerId
        Me.CompanyName = companyName
        Me.ContactName = contactName
        Me.ContactTitle = contactTitle
        Me.Address = address
        Me.PostalCode = postalCode
    End Sub

    Public Property CustomerId() As String
        Get
            Return m_CustomerId
        End Get
        Set(value As String)
            m_CustomerId = value
        End Set
    End Property
    Private m_CustomerId As String
    Public Property CompanyName() As String
        Get
            Return m_CompanyName
        End Get
        Set(value As String)
            m_CompanyName = value
        End Set
    End Property
    Private m_CompanyName As String
    Public Property ContactName() As String
        Get
            Return m_ContactName
        End Get
        Set(value As String)
            m_ContactName = value
        End Set
    End Property
    Private m_ContactName As String
    Public Property ContactTitle() As String
        Get
            Return m_ContactTitle
        End Get
        Set(value As String)
            m_ContactTitle = value
        End Set
    End Property
    Private m_ContactTitle As String
    Public Property Address() As String
        Get
            Return m_Address
        End Get
        Set(value As String)
            m_Address = value
        End Set
    End Property
    Private m_Address As String
    Public Property PostalCode() As String
        Get
            Return m_PostalCode
        End Get
        Set(value As String)
            m_PostalCode = value
        End Set
    End Property
    Private m_PostalCode As String

    Default Public ReadOnly Property Item(i As Integer) As String
        Get
            Select Case i
                Case 0
                    Return CompanyName
                Case 1
                    Return ContactName
                Case 2
                    Return ContactTitle
                Case 3
                    Return Address
                Case 4
                    Return PostalCode
                Case Else
                    Return [String].Empty
            End Select
        End Get
    End Property
End Class