Best way to order a listing

I have a datagrid with several columns. I want to allow the users to order
these in any way they like. I have a database table where this will be
stored for each user, so it is persisted indefiintely for their login. I
have the portion where the order information is read and that builds the
grid in the correct order. It works very well.

I'm having trouble coming up with an interface that will list the columns
and allow the user to order them by number from 1-10. What do you think is
the best way to do this? Any examples you can point to that will save me
some time would be great!

Thanks
Jon