1.You should change your SQL string similar with the next one:
SELECT c.cFirstName , c.cEmail , c.cPhone , c.cMobile FROM CompanyMaster AS c RIGHT OUTER JOIN Contact ON CompanyMaster.nCompanyId = Contact.nContactId LEFT OUTER JOIN LeadSourceMaster ON Contact.nLeadSource = LeadSourceMaster.nLeadSourceID
2.In the ASP page change the sort expression like this:
SortExpression="c.cFirstName"