>>Take a look at this MS Article:
>>How To Define Multiple-Line Grid Headers
>>
>>>Hi: Does anyone know how to create multi-header line for a grid control? Thanks for everybody's help!!!
>>>
>>>
>>>Tai Fei Pao
>
>Hi: I still have problem. When grid move the header does not move alone. How do I fix this problem?
>
>
>Thanks, Tai Fei Pao

That's where actual coding starts. You will have to code Grid.Scrolled, Column.Resize and Column.Moved events to provide that label(s) will move/resize accordingly.