Edit in JSFiddle

$('table.sortable').tablesorter();

$('table.sortable th').bind('click', function() {
  // remove sorted class from all table cells and start fresh
  $(this).closest('table').find('td.sorted').removeClass('sorted');

  // find out which column was clicked and add the sorted class to 
  // the <td> cells below it
  var index = $(this).prevAll().length;
  $(this).closest('table').find('tr').each(function(row) {
    var cell = $(this).find('td:nth-child(' + parseInt(index+1) + ')').addClass('sorted');
  });
});