>I want to replace grid column headers with a custom header.
>
>Can I use the MemberClass property somehow to do this? How?

If you'd change the column class yes. Otherwise you need HeaderClass*. After creating a grid on form you could do this:
-Select the grid
-Go to command window
-Invoke a code editor - ie: modi comm

LOCAL lcCaption
Aselobj(aGrd)
With aGrd[1]
  For ix=1 To .ColumnCount
    With .Columns(m.ix)
      lcCaption = .Header1.Caption
      .HeaderClassLibrary = "myHeaderLib.prg"
      .HeaderClass = "myHeader"
      .myHeader1.Caption = m.lcCaption
    Endwith
  Endfor
Endwith

-Select code and execute (adjust classlib, class, object names).
Cetin