Specify different sort orders after click with jQuery tablesorter

Specify different sort orders after click with jQuery tablesorter

I just started using the excellent jQuery tablesorter script. This might
be a dumb question, however I cannot figure out how to specify the order
in which the columns are sorted after clicking. I am not referring to
whether columns are sorted in ascending or descending order, but rather
the sequence in which the columns are sorted.
For example, if a one clicks on column 2, I might want to sort by column
2, then column 4, then column 5. However, if a one clicks on column 3, I
might want to sort by column 3, then column 5, then column 4.
Thanks in advance for any advice!
--MC