Ahoy!
We use several report to get "live" data about certain stats. Those reports are put together in a large dashlet using iframes - and those iframes are frequently reloaded. Right now the tables can't remember what column was sorted in which direction and that sortation is lost upon reload. It would be great though if it wasn't :) We noticed you are using the jquery tablesorter plugin, maybe you could switch to jquery.datatables? Or add this feature in some other way.
Best regards!