Unless you upgrade, you will have to handle some click event to prevent this.
You can try handling the TableModel.CellClick event and cancelling it if you are on a header cell.
this.gridGroupingControl1.TableControl.CellClick += new GridCellClickEventHandler(TableControl_CellClick);
private void TableControl_CellClick(object sender, GridCellClickEventArgs e)
{
GridTableCellStyleInfo style = this.gridGroupingControl1.TableModel[e.RowIndex, e.ColIndex] as GridTableCellStyleInfo;
if(style.TableCellIdentity.TableCellType == GridTableCellType.ColumnHeaderCell)
e.Cancel = true;
}