Thanks you lgoss007 
I try like this:
$sort = new CSort('content');
$sort->attributes=(array(
'id'=>array(
'asc'=>'id',
'desc'=>'id DESC',
'label'=>'id',
),
));
$dataProvider=new CActiveDataProvider('content', array(
'criteria'=>array(
'with'=>array('categories','sections'),
),
'pagination'=>array(
'pageSize'=>self::PAGE_SIZE,
),
'sort'=>$sort,
));
In view:
<?php $this->widget('zii.widgets.grid.CGridView', array(
'dataProvider'=>$dataProvider,
'enableSorting'=>true,
'columns'=>array(
array(
'header'=>'Id',
'name'=>'id',
'htmlOptions'=>array('style'=>'text-align:right;'),
'sortable'=>true,
),
'title',
'sections.name',
'categories.name',
array(
'name' => 'published',
'value' => '$data->published == 0 ? "Draft" : "Publish"',
'sortable'=>true,
),
array(
'class'=>'CButtonColumn',
),
),
)); ?>
The error show like this:
<!DOCTYPE html PUBLIC
"-//W3C//DTD XHTML 1.0 Transitional//EN"
"http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en">
<head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8"/>
<title>
CDbException</title>
<style type="text/css">
/*<![CDATA[*/
body {font-family:"Verdana";font-weight:normal;color:black;background-color:white;}
h1 { font-family:"Verdana";font-weight:normal;font-size:18pt;color:red }
h2 { font-family:"Verdana";font-weight:normal;font-size:14pt;color:maroon }
h3 {font-family:"Verdana";font-weight:bold;font-size:11pt}
p {font-family:"Verdana";font-size:9pt;}
pre {font-family:"Lucida Console";font-size:10pt;}
.version {color: gray;font-size:8pt;border-top:1px solid #aaaaaa;}
.message {color: maroon;}
.source {font-family:"Lucida Console";font-weight:normal;background-color:#ffffee;}
.error {background-color: #ffeeee;}
/*]]>*/
</style>
</head>
<body>
<h1>CDbException</h1>
<h3>Description</h3>
<p class="message">
CDbCommand failed to execute the SQL statement: SQLSTATE[23000]: Integrity constraint violation: 1052 Column 'id' in order clause is ambiguous</p>
<h3>Source File</h3>
<p>
C:\www\yii111\framework\db\CDbCommand.php(375)</p>
<div class="source">
<pre>
00363: }
00364:
00365: if($this->_connection->enableProfiling)
00366: Yii::endProfile('system.db.CDbCommand.query('.$this->getText().')','system.db.CDbCommand.query');
00367:
00368: return $result;
00369: }
00370: catch(Exception $e)
00371: {
00372: if($this->_connection->enableProfiling)
00373: Yii::endProfile('system.db.CDbCommand.query('.$this->getText().')','system.db.CDbCommand.query');
00374: Yii::log('Error in querying SQL: '.$this->getText().$par,CLogger::LEVEL_ERROR,'system.db.CDbCommand');
<div class="error">00375: throw new CDbException(Yii::t('yii','CDbCommand failed to execute the SQL statement: {error}',
</div>00376: array('{error}'=>$e->getMessage())));
00377: }
00378: }
00379: }
</pre>
</div><!-- end of source -->
<h3>Stack Trace</h3>
<div class="callstack">
<pre>
#0 C:\www\yii111\framework\db\CDbCommand.php(265): CDbCommand->queryInternal('fetchAll', 2, Array)
#1 C:\www\yii111\framework\db\ar\CActiveFinder.php(739): CDbCommand->queryAll()
#2 C:\www\yii111\framework\db\ar\CActiveFinder.php(413): CJoinElement->runQuery(Object(CJoinQuery))
#3 C:\www\yii111\framework\db\ar\CActiveFinder.php(85): CJoinElement->find(Object(CDbCriteria))
#4 C:\www\yii111\framework\db\ar\CActiveRecord.php(1154): CActiveFinder->query(Object(CDbCriteria), true)
#5 C:\www\yii111\framework\db\ar\CActiveRecord.php(1220): CActiveRecord->query(Object(CDbCriteria), true)
#6 C:\www\yii111\framework\web\CActiveDataProvider.php(103): CActiveRecord->findAll(Object(CDbCriteria))
#7 C:\www\yii111\framework\web\CDataProvider.php(122): CActiveDataProvider->fetchData()
#8 C:\www\yii111\framework\zii\widgets\CBaseListView.php(99): CDataProvider->getData()
#9 C:\www\yii111\framework\zii\widgets\grid\CGridView.php(220): CBaseListView->init()
#10 C:\www\yii111\framework\web\CBaseController.php(148): CGridView->init()
#11 C:\www\yii111\framework\web\CBaseController.php(160): CBaseController->createWidget('zii.widgets.gri...', Array)
#12 C:\www\back\protected\views\content\admin.php(98): CBaseController->widget('zii.widgets.gri...', Array)
#13 C:\www\yii111\framework\web\CBaseController.php(119): require('C:\www\back\pro...')
#14 C:\www\yii111\framework\web\CBaseController.php(88): CBaseController->renderInternal('C:\www\back\pro...', Array, true)
#15 C:\www\yii111\framework\web\CController.php(742): CBaseController->renderFile('C:\www\back\pro...', Array, true)
#16 C:\www\yii111\framework\web\CController.php(681): CController->renderPartial('admin', Array, true)
#17 C:\www\back\protected\controllers\ContentController.php(212): CController->render('admin', Array)
#18 C:\www\yii111\framework\web\actions\CInlineAction.php(32): ContentController->actionAdmin()
#19 C:\www\yii111\framework\web\CController.php(300): CInlineAction->run()
#20 C:\www\yii111\framework\web\filters\CFilterChain.php(129): CController->runAction(Object(CInlineAction))
#21 C:\www\yii111\framework\web\filters\CFilter.php(41): CFilterChain->run()
#22 C:\www\yii111\framework\web\CController.php(993): CFilter->filter(Object(CFilterChain))
#23 C:\www\yii111\framework\web\filters\CInlineFilter.php(59): CController->filterAccessControl(Object(CFilterChain))
#24 C:\www\yii111\framework\web\filters\CFilterChain.php(126): CInlineFilter->filter(Object(CFilterChain))
#25 C:\www\yii111\framework\web\CController.php(283): CFilterChain->run()
#26 C:\www\yii111\framework\web\CController.php(257): CController->runActionWithFilters(Object(CInlineAction), Array)
#27 C:\www\yii111\framework\web\CWebApplication.php(320): CController->run('admin')
#28 C:\www\yii111\framework\web\CWebApplication.php(120): CWebApplication->runController('content/admin')
#29 C:\www\yii111\framework\base\CApplication.php(135): CWebApplication->processRequest()
#30 C:\www\back\index.php(12): CApplication->run()
#31 {main}</pre>
</div><!-- end of callstack -->
<div class="version">
2010-03-16 21:18:04 Apache/2.2.11 (Win32) PHP/5.2.9 <a href="http://www.yiiframework.com/">Yii Framework</a>/1.1.1</div>
</body>
</html>