I used this page as sample:
http://doc.silverstripe.org/sapphire/en/tutorials/5-dataobject-relationship-managementhttp://doc.silverstripe.org/sapphire/en/tutorials/5-dataobject-relationship-managementhttp://doc.silverstripe.org/sapphire/en/tutorials/5-dataobject-relationship-management

So I created like pop-up window and adding students.
The everything works fine. I can add students and I can list them.

The student list order show oldest to newest by adding order.
I wish that I can sort student by name at CMS.

Is this possible?

There is a 7th parameter $sourceSort for the (HasMany)ComplexTableField - so this might work (based on the code from the tutorial):

        $tablefield = new HasOneComplexTableField(
            $this,
            'MyStudent',
            'Student',
            array(
                'FirstName' => 'First Name',
                'Lastname' => 'Family Name',
                'Nationality' => 'Nationality'
            ),
            'getCMSFields_forPopup',
           null,
           'Lastname'
        );

Thanks martimiz.
It's working.