Sorting Issue

Below is the result set that I am currently displaying 

The columns Country,Capital and Continent as all sortable columns where users can sort them either in ascending or descending order. But at the same time I want the value in  order by column updated as well. Lets say If I sort Country in ascending order then the resultset should look like this:

 and same is the case of other columns. sorting any column also sorts and updates the value in order_by column.  I am using a simple store procedure to display the above resultset. So I think I need to make changes in the store procedure to achieve this goal. Or if some 1 else have a better solution then please share the code. I would be very grateful