Ok, found the answer:
all that was needed to be done is to write oTable.fnGetColumnData(i).sort()
instead of oTable.fnGetColumnData(i)
.
Then I also wanted the sorting not to be case sensitive, so I changed it again to:
oTable.fnGetColumnData(i).sort(function(a, b) {
if (a.toLowerCase() < b.toLowerCase()) return -1;
if (a.toLowerCase() > b.toLowerCase()) return 1;
return 0;
});