Valentin,

>But I think you have to use macrosubs to produce string for Column[ix] and Header[ix]. Shuld work. I did it.

You don't have to use macros. You can directly access it via

for each loColumn in thisform.grdTheGrid.Columns
   loColumn.Header1.Caption = "Test"
endfor

You can also use the Controls[] collection of the column to get to the Header and the input control.