Hi Russ,
In the designer mode,
1.Please unselect column and table flag in AllowSelection Property of the grid .
2.Turn off the Global mode
3.Select any header column cell
4.Click CellSetting and set the Text property for the header cell (Current selection settings or Cell Setting is present very near to Events in the top of the Properties Window)
Please refer the sample.
ColumnHeaderText_424.zip
Let us know if this helps.
Best Regards,
Jeba.