Tabacaru,

Sure;

DEFINE CLASS MyHeader AS Header
  PROCEDURE Init
    WITH THIS
      .Caption = "This is a test"
  ENDPROC
ENDDEFINE

Now the hard part, getting the grid to use this header class. In the grid's Init;

SET PROCEDURE TO <ThePrgThatHasTheDefineClassInIt> ADDITIVE
WITH THIS
   FOR Col IN .Columns
      .RemoveObject("Header1")
      .AddObject("Header1","MyHeader")
   ENDFOR
ENDWITH