RE: Datagridview - Failed to get the value of a cell after to click on the titles to sort.

If the click occurs in the Column Header the RowIndex will be -1.

Try checking this before executing your statement:

          if e::RowIndex > -1

             set ws-protocolo to dataGridView1::Rows::Item(e::RowIndex)::Cells["Protocolo"]::Value::ToString()

          end-if