By default, all columns in jqGrid can be sorted. This is controlled by the column sortable property, true by default. Just set it to false and sorting will be disabled for this column.

In this example, only the last column (Freight) can be sorted.

$grid->setColProperty("OrderID", array("sortable"=>false));
...
<?php 
require_once '../../../../php/demo/tabs.php';
?>
<!DOCTYPE html>
<html>
  <head>
    <title>jqGrid PHP Demo</title>
    <link rel="stylesheet" type="text/css" media="screen" href="../../../../css/jquery-ui.css" />
    <link rel="stylesheet" type="text/css" media="screen" href="../../../../css/trirand/ui.jqgrid.css" />
    <link rel="stylesheet" type="text/css" media="screen" href="../../../../css/ui.multiselect.css" />
    <style type="text">
        html, body {
        margin: 0;            /* Remove body margin/padding */
        padding: 0;
        overflow: hidden;    /* Remove scroll bars on browser window */
        font-size: 75%;
        }
        
    </style>
    <script src="../../../../js/jquery.min.js" type="text/javascript"></script>
    <script src="../../../../js/trirand/i18n/grid.locale-en.js" type="text/javascript"></script>
         <script src="../../../../js/trirand/jquery.jqGrid.min.js" type="text/javascript"></script> <script type="text/javascript">         
    $.jgrid.no_legacy_api = true;
    $.jgrid.useJSON = true;
    $.jgrid.defaults.width = "700";
    </script>
    <script src="../../../../js/jquery-ui.min.js" type="text/javascript"></script>
    <script src="../../../../js/ui.multiselect.js" type="text/javascript"></script>
     
  </head>
  <body>
      <div>
          <?php include ("grid.php");?>
      </div>
      <br/>
      <?php tabs(array("grid.php"));?>
   </body>
</html>
grid.php.
<?php
require_once '../../jq-config.php';
// include the jqGrid Class
require_once ABSPATH."php/PHPSuito/jqGrid.php";
// include the driver class
require_once ABSPATH."php/PHPSuito/DBdrivers/jqGridPdo.php";
// Connection to the server
$conn = new PDO(DB_DSN,DB_USER,DB_PASSWORD);
// Tell the db that we use utf-8
$conn->query("SET NAMES utf8");

// Create the jqGrid instance
$grid = new jqGridRender($conn);
// Write the SQL Query
$grid->SelectCommand = 'SELECT OrderID, OrderDate, CustomerID, ShipName, Freight  FROM orders';
// set the ouput format to json
$grid->dataType = 'json';
// Let the grid create the model
$grid->setColModel();
// Set the url from where we obtain the data
$grid->setUrl('grid.php');
// Set the initial sorting column using the sortname oprion
$grid->setGridOptions(array("sortname"=>"OrderID","rowNum"=>10,"rowList"=>array(10,20,30)));
// Disable sorting on these columns
$grid->setColProperty("OrderDate", array(
    "sortable"=>false,
    "formatter"=>"date",
    "formatoptions"=>array("srcformat"=>"Y-m-d H:i:s","newformat"=>"m/d/Y")
    )
);
$grid->setColProperty("OrderID", array("sortable"=>false));
$grid->setColProperty("CustomerID", array("sortable"=>false));
$grid->setColProperty("ShipName", array("sortable"=>false));

// Enjoy
$grid->renderGrid('#grid','#pager',true, null, null, true,true);