Highlight all the cells and set the shading to No Fill, then with the
cells still highlighted click Format | Conditional Formatting, then
select "Formula is" in the first drop down, then enter:

=MOD(ROW(),2)=0

in the next panel. Then click on Format and Patterns (tab) and select
the shade of grey you require.

This will give you alternate white and grey shading which is unaffected
by sorting the data.

Hope this helps.

Pete