<global>
.....
    <blocks>
        <adminhtml>
            <rewrite>
            <catalog_product_grid>YourNameSpace_YourModuleName_Block_Adminhtml_Catalog_Product_Grid</catalog_product_grid>
            </rewrite>
        </adminhtml>
....
    </blocks>
  </global>

<?php
class YourNameSpace_YourModuleName_Block_Adminhtml_Catalog_Product_Grid extends Mage_Adminhtml_Block_Catalog_Product_Grid
{
 public function __construct()
    {
        parent::__construct();
        $this->setDefaultSort('created_at');
    }
}

class YourNameSpace_YourModuleName_Block_Adminhtml_Catalog_Product_Grid extends Mage_Adminhtml_Block_Catalog_Product_Grid
{

    protected function _prepareCollection(){
        $collection= parent::getCollection();
        $this->setCollection($collection);
        parent::_prepareCollection();
         $this->getCollection()->addAttributeToSelect('created_at');
       return Mage_Adminhtml_Block_Widget_Grid::_prepareCollection();

        }
           protected function _prepareColumns()
    {
        parent::_prepareColumns();
        $this->addColumn('created_at',
            array(
                'header'=> Mage::helper('catalog')->__('Created At'),
                'width' => '50px',
                'type'  => 'date',
                'index' => 'created_at',
        ));
        return parent::_prepareColumns();
    }
}