OK, I added sorting to the players export (Players tab) and the tournament export (Game tab). Turned out to be a little more involved than I thought, but once I got started I couldn't stop.
It's worth noting that sorting in the exported file is different from how it works directly in the TD program itself. The export uses generic sorting code. It doesn't know what kind of data is in each column, so it does a rudimentary check for data type and tries to sort accordingly. It also doesn't do any kind of "fall back". In the TD program, if you sort by buy-in (for example), the sorting code falls back on the player name when the buy-in value is the same for any two rows. This sorting code will not do that, and therefore you'll get a non-determinant order for rows that have the same value. I guess the bottom line is, if you export using one of these templates, it will have the ability to sort by clicking on column headers, but don't expect too much from the sorting code.
Save these files over your existing PlayersExport.html and TournamentExport.html files (in the templates) folder. These will be the default templates for future versions.
FYI, I tested these in IE 6 and Firefox 3. Which means it SHOULD work in most browsers, but no promises.