Have a look at the very extensive datatables documentation. There you will find simple solutions to almost all problems you will ever have with datatables. There are for example little plugin functions to add sorting support for currency columns.
An example based on what you got:
// add sorting methods for currency columns
jQuery.extend(jQuery.fn.dataTableExt.oSort, {
"currency-pre": function (a) {
a = (a === "-") ? 0 : a.replace(/[^\d\-\.]/g, "");
return parseFloat(a);
},
"currency-asc": function (a, b) {
return a - b;
},
"currency-desc": function (a, b) {
return b - a;
}
});
// initialize datatable and explicitly set the column type to "currency"
$('#example').dataTable({
"aoColumns": [{"sType": "currency"}],
"aaSorting": [[0, "desc"]],
"bStateSave": false,
"iDisplayLength": 50,
});
Links to the documentation:
Sorting: http://datatables.net/plug-ins/sorting#currency
Datatables is also able to automatically detect column types, but it gets a bit complicated with all the different formattings. Type-detection: http://datatables.net/plug-ins/type-detection#currency