If you find ‘status’ , ‘Created_at’, increment_id or any other column ambiguous problem.

This problem is occurred for join 2 tables with same column name. It’s difficult to understand which table column we will fetch the data.
For Stop this kind of error we will need to use table aliasing.
Go to your query file path
app/code//Mage/Adminhtml/Block/Sales/Order/Grid.php

$collection->getSelect()->join(array('flatTable' => 'sales_flat_order'), 'main_table.entity_id = flatTable.entity_id',
        array('paymenttype'=>'flatTable.paymenttype','paymentstatus'=>'flatTable.paymentstatus')
    );

    Here your main table alisaing name is "main_table" and join table name alisaing name is "flatTable"

Add this syntax to your addColumn .

'filter_index' => 'main_table.increment_id', 

//For increment_id problem
 $this->addColumn('real_order_id', array(
            'header'=> Mage::helper('sales')->__('Order #'),
            'width' => '80px',
            'type'  => 'text',
            'index' => 'increment_id',
            'filter_index' => 'main_table.increment_id',
        ));

//For created_at problem

  $this->addColumn('created_at', array(
            'header' => Mage::helper('sales')->__('Purchased On'),
            'index' => 'created_at',
            'type' => 'datetime',
            'width' => '100px',
            'filter_index' => 'main_table.created_at',
        ));

//For status problem

        $this->addColumn('status', array(
            'header' => Mage::helper('sales')->__('Status'),
            'index' => 'status',
            'type'  => 'options',
            'width' => '70px',
            'options' => Mage::getSingleton('sales/order_config')->getStatuses(),
            'filter_index' => 'main_table.status',
        ));

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