+1 for the idea
I think it would be an improvement on the column browser (in horizontal layout), as really, once you've made your selection/s from there, you don't need to see the list anymore.
The implementation could be a cross between the menu (in caption bar button form) and the thumbnail browser header.
Click to open with 'hover' sorting icon that you right-click to use.
It could even be done that once you click to open one, moving the mouse over the header-bar would drop down each list.
ADDED:
Could even be implemented vertically with the header similar to the vertical tabs arrangement.