Here is code that works for me in version 1.5.2.0. The idea is to hide the top header row which is where the grid tries to put its headers. Then add 2 new header rows. The GridDataBoundGrid should start populating under the last header row.
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
Me.SqlDataAdapter1.Fill(Me.DataSet11)
Me.GridDataBoundGrid1.Model.Data.RowCount = 2
Me.GridDataBoundGrid1.Model.Rows.HeaderCount = 2
Me.GridDataBoundGrid1.Model.Rows.FrozenCount = 2
Me.GridDataBoundGrid1.Model.Rows.Hidden(0) = True
Me.GridDataBoundGrid1.Model.CoveredRanges.Add(GridRangeInfo.Cells(1, 1, 1, Me.GridDataBoundGrid1.Model.ColCount))
Dim i As Integer
For i = 0 To Me.GridDataBoundGrid1.GridBoundColumns.Count - 1
Me.GridDataBoundGrid1.Model.Item(2, i).Text = Me.GridDataBoundGrid1.GridBoundColumns(i).HeaderText
Next
Me.GridDataBoundGrid1.Model.Item(1, 1).Text = "Big Title"
End Sub