What grid do you use?

MSFlexGrid can have 1 Row and 1 Fixed Row but when you set it in its property page, this error occur. If you cancel, these properties are still 1 Row and 1 Fixed Row. You can also set these properties in your code: no error will occur. MSFlexGrid is a VB SP component.

For the simple Grid, I don't think it can do it.

I hope it'll help you!