Hi Tracy,
I'm not sure what you trying to do, but you might consider putting your code the the header control of the column, maybe in the dubble click. I don't know what you would do about the caption. Maybe you could use the header tool tips along with header caption. Also, you could use popup menu, etc. This might work as well as buttons.
There may be some way to determine the position of a column in a grid. If so, you could move your buttons relative to the position of the column in the grid, as long as the columns did not scroll off the form.