Try this one: SortMemberPath="Complete"
<DataGrid.Columns>
<DataGridTemplateColumn Header="CustID" SortMemberPath="Complete" MinWidth="90" CanUserSort="True" CanUserResize="True">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<Label Content="{Binding Path=CustID}"/>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>