So I would use what you wrote in the column header like this?
<th class="WADAResultsTableHeader"><a href="users_Results.php?sort=city">city:</a>
<?php
if (isset($_SESSION["WADA_OrderClause_users_Results"]) && $_SESSION["WADA_OrderClause_users_Results"] == "city") {
?>
<img src="up.gif">
<?php
}
?>
</th>