Sort on multiple columns in WPF datagrid

How can I set up my WPF datagrid to sort on multiple columns similar to having two sortable columns, clicking on the header of the first column for a primary sort and then SHIFT clicking on the header of the second column for a secondary sort. I would like the multiple column sort to happen automatically when the user clicks on the header of the first column without having to SHIFT click on the second column header. Is there a way to do this entirely in the xaml? If not how can I do this in the code behind? Currently using VB.Net but a C# snippet is acceptable if you have one. Thanks!