Add the following lines of razor code just behind the creation of the webgrid helper:
if (Request.QueryString[prigrid.SortDirectionFieldName].IsEmpty()) { prigrid.SortDirection = SortDirection.Descending; }
When no sorting is selected it will set the order to descending.
See the following link for an example:
http://www.watzdprice.com/en/Product/Details/1/euro-95-petrol-1-liter
http://www.watzdprice.com/en/Product/Details/1/euro-95-petrol-1-liter