In sharepoint, if it is required to disable the filter and to keep only the sorting, then following workaround could be the solution one.
(Following change are done to sharepoint 2010 using sharepoint designer 2010, might be it works for 2007 aswell)

Please keep the copy of file(s) which you are going to change, incase if some mishap happen J

·         Open the desired sharepoint site in sharepoint designer

·         Select Lists and Libraries from the Site Objects

·         Select desired list / library

·         Select the desired view from the views list where you want to remove to remove filter

·         Click on advance mode

·         Search for the <ViewFields> inside <XmlDefinition>

·         Now add following desired attribute to all desired columns. (All column are  <FieldRef Name="ModifiedOn" />)

as

 <FieldRef Name=" ModifiedOn " LinkToItem="TRUE" Filterable="FALSE" FilterDisableMessage="No filter available "/>

After that, edit the page where the list / library webpart exists or add webpart (list / library) if not already added on the page,  edit webpart properties and select the desired view again then click apply button to reflect changes.

In above,

·         You can change the default text for disabled filter using FilterDisableMessage="No filter available " attribute

·         By adding Filterable="FALSE", now the filter will not be available

·         If you want to make a particular column clickable, then add LinkToItem="TRUE"