Here is a project that loads the customers table from the NorthWind database. As shipped, there is already a MySizes.bin file present in the debug folder. So, if you run it, it should display the grid as was last set by me. If you delete this file, and run things, it should display the grid using the default settings. In either case, if you resize columns or move columns, and then close the project, the next time you load things, it should display the grid as you left it.
Currently, there is not a columnwidth property as a member of GridBoundColumn. To set the widths, you use
this.gridDataBoundGrid1.Model.ColWidths[2] = 100; //set width of col 2 to 100