Try these events in conjunction with one another. The ResizingColumns event prevent the sizing cursor from showing.
private void gridControl1_QueryColWidth(object sender, GridRowColSizeEventArgs e)
{
if(e.Index == 0)
{
e.Size = 0;
e.Handled = true;
}
}
private void gridControl1_ResizingColumns(object sender, GridResizingColumnsEventArgs e)
{
if(e.Reason == GridResizeCellsReason.HitTest && e.Columns.IntersectsWith(GridRangeInfo.Col(0)))
e.Cancel = true;
}