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      $msg = Yii::app()->user->getFlash($type) . '
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In my example, I’m adding the ability to search and sort cgridview of data accessed via a relationship between Skills and SkillEffects. My additions are in bold. They have a relationship defined like so in protected/models/SkillEffects.php:

class SkillEffects extends CActiveRecord
{
[...]
	public function relations()
	{
[...]
			'skill' => array(self::BELONGS_TO, 'Skills', 'skill_id'),
[...]

Step 1: Add a public variable

Short and simple. I called it skillName since this is the data being accessed, the name is not forced.

class SkillEffects extends CActiveRecord
{   
    public $skillName; //added to create searchable skillName.
[...]


Step 2: Add the new variable to the rules function.
This is as simple as adding to the last array defined with 'on'=>'search' on the very end, putting our variable in the list.
	public function rules()
	{
			array('id, skill_id, skillName, effectType_id, effectValue, case_id, caseValue,  cooldown', 'safe', 'on'=>'search'),
[...]

Step 3: Add some code to the search function.
Note that this code is ADDED to the $criteria variable, you are not making a separate search result function.
	public function search()
	{
[...]
		$criteria=new CDbCriteria;
        $criteria->with = array('skill');
        $criteria->compare('skill.name', $this->skillName, true);
		$criteria->compare('id',$this->id,true);
		//$criteria->compare('name',$this->name,true);
		$criteria->compare('skill_id',$this->skill_id,true);        
		$criteria->compare('effectType_id',$this->effectType_id,true);
		$criteria->compare('effectValue',$this->effectValue,true);
		$criteria->compare('case_id',$this->case_id,true);
		$criteria->compare('caseValue',$this->caseValue,true);
		$criteria->compare('cooldown',$this->cooldown,true);

		return new CActiveDataProvider($this, array(
			'criteria'=>$criteria,
			'sort'=>array(
			     'attributes'=>array(			     
                    'skillName'=>array(
                        'asc'=>'skill.name',
                        'desc'=>'skill.name DESC',
                    ),
                '*',
                ),
            ),
       ));

Step 4: Add the variable to CGridView
For the next portion, we open up the CGridView file, in my example I'm opening /protected/views/skillEffects/admin.php:
widget('zii.widgets.grid.CGridView', array(
[...]
	'columns'=>array(
		'id',
		'skill_id',
		array(
            'name'=>'skill',
            'value' => '$data->skill->name'
        ),

and that's it! You will be able to search/sort results in a cgridview.