Scrolling in 2.0.1 Grid

I am using IE 6.0. When the Page is displayed I see the grid populated with data. I then tried going page down using the page down key. At this point I am about 3 to 4 pages down with my data. The moment I click on any cell it takes me back to the first row display position. It is the first page.
I then clicked the first column header and it sorted the data.
I once again went 3-4 pages down using the Page Down key. I clicked on one of the cell and this time the cell stayed highlighted on which I clicked.
Is there any solution to stop this jump to the begining of the data.
OR
How do I trigger the Click Event of the first Column Header.

Thanks

Can you post an example which shows this problem? Is it the same in 2.0.2?