When creating grid views, users must either a) select the columns they want in the order that they want them or b) drag/drop to make the order appear the way that they want. If possible, I think being able to drag and drop from the column selection pop-up would be the easiest method for both selecting your columns and setting the order.

Additionally, this pop-up disappears too easily when the mouse wanders. Having this "stick" would resolve some user frustration