OK, on the bindings panel, click the plus button and go to "Querystring bindings".
Then in the filtered URL parameters enter the value of your url parameter like: LOG_KEY
Now click the help button... there is a bug that you need to blur the final field you input and this is the only way to do it in an interface with only one field... you can close the help window.
Then click OK.
Now update your url to:
<a href="/SortTest.asp?LOG_KEY=ColumnName&<?php echo("$WA_QSBind_FilteredString); ?>" >
LOG_KEY</a>