How do I quickly develop a sortable, paged data grid of a MySQL table in PHP/JavaScript?

If the grid could sort/page and download data via AJAX it would work better, of course :)

I could develop it manually using AJAX to update the datagrid on sort/page navigation, but I was wondering if any datagrid components already existing that would do the same.

I've never used a PHP framework before so if you recommend one I'd appreciate some help in getting started configuring/using its features to get a MySQL table outputted as a datagrid.