Am I not allowed to do this? I try to do this, and setIndicatorImage, but neither of them work when the window opens. Is there something I need to do, or does awakeFromNib not work for this, or what?

Have you tried selectColumnIndexes:byExtendingSelection:? Just call this on your table view. Also, I think whichever column is selected in Interface Builder will also be selected when you start the application. –JediKnil