JTable column header sorting direction arrows and row selection on focus loss

Hello all,
I'd like to know how to add UP/DOWN arrows to JTable column headers indicating sorting direction, like one would see in Windows Explorer in "Details" view.
I would also like to know how to retain row selection (and selected index) when focus leaves JTable component. By default when focus leaves, getSelectedRow() returns -1, as if nothing was selected.
Help is much appreciated!

You can a) listed for sorting events, and change the column header title to include up and down arrows using their unicode representation or b) create a custom renderer for the column headers to include arrow images. As for the focus, you should post a short example that demos the problem, since this should not occur normally