!Recordset from a parameterized query, as the form's recordset. Problem on sorting...

Access 2000, multiuser MDE app
I use a parameterized query to fill a form or subform with records from a
back end DB in datasheet mode.
The form/subfrm initially does not have any recordsource set.
I manually set the form's recordset in form's open after I fill the parms of
the query and run it.

qdf.parameters(0).value= xxx
set rst=qdf.openquery...
set me.recordset = rst

I set the recordset this way, so that I don't get the ugly Access parameter
window when the form opens
and is based on a parameterized query.

All fine up to now.
Now, when I use the sort toolbar button, I get that ugly Access parameter
window. Why?
Doesn't the sort occur on the local recordset in the form? Is access trying
to requery again?

How can I overcome this?