Try to Uusse Alias in your join section, like below :

$select->joinLeft(array(
                    'order' => Mage::getModel('core/resource')->getTableName('sales/order')),
                    'order.entity_id=main_table.entity_id',
                    array(
                    'pgs_order_website_names' => 'order.pgs_order_website_names',
                    'pgs_aramex_reference'=>'order.pgs_aramex_reference',
                    'pgs_aramex_shipped'=>'order.pgs_aramex_shipped',
                    'pgs_aramex_shipped_date'=>'order.pgs_aramex_shipped_date'
                    )

EDIT : Also use column names with Aliases like 'filter_index'=>'main_table.increment_id' in addColumn method e.g.

 $this->addColumn('order_id', array(
'header' => Mage::helper('sales')->__('Order Id'),
'align' =>'left',
'index' => 'increment_id',
'filter_index'=>'main_table.increment_id',

));

Try to use Alias in your join section, like below :

$select->joinLeft(array(
                    'order' => Mage::getModel('core/resource')->getTableName('sales/order')),
                    'order.entity_id=main_table.entity_id',
                    array(
                    'pgs_order_website_names' => 'order.pgs_order_website_names',
                    'pgs_aramex_reference'=>'order.pgs_aramex_reference',
                    'pgs_aramex_shipped'=>'order.pgs_aramex_shipped',
                    'pgs_aramex_shipped_date'=>'order.pgs_aramex_shipped_date'
                    )

EDIT : Also use column names with Aliases like 'filter_index'=>'main_table.increment_id' in addColumn method e.g.

 $this->addColumn('order_id', array(
'header' => Mage::helper('sales')->__('Order Id'),
'align' =>'left',
'index' => 'increment_id',
'filter_index'=>'main_table.increment_id',

));

Try to Uusse Alias in your join section, like below :

$select->joinLeft(array(
                    'order' => Mage::getModel('core/resource')->getTableName('sales/order')),
                    'order.entity_id=main_table.entity_id',
                    array(
                    'pgs_order_website_names' => 'order.pgs_order_website_names',
                    'pgs_aramex_reference'=>'order.pgs_aramex_reference',
                    'pgs_aramex_shipped'=>'order.pgs_aramex_shipped',
                    'pgs_aramex_shipped_date'=>'order.pgs_aramex_shipped_date'
                    )

Try to Uusse Alias in your join section, like below :

$select->joinLeft(array(
                    'order' => Mage::getModel('core/resource')->getTableName('sales/order')),
                    'order.entity_id=main_table.entity_id',
                    array(
                    'pgs_order_website_names' => 'order.pgs_order_website_names',
                    'pgs_aramex_reference'=>'order.pgs_aramex_reference',
                    'pgs_aramex_shipped'=>'order.pgs_aramex_shipped',
                    'pgs_aramex_shipped_date'=>'order.pgs_aramex_shipped_date'
                    )

EDIT : Also use column names with Aliases like 'filter_index'=>'main_table.increment_id' in addColumn method e.g.

 $this->addColumn('order_id', array(
'header' => Mage::helper('sales')->__('Order Id'),
'align' =>'left',
'index' => 'increment_id',
'filter_index'=>'main_table.increment_id',

));