Herewith a screen shot of the way I did it in one of my projects.
I use the list view controls widget for the headers.
Good luck with modeling :-)
Unfortunatly the data grid widget is not flexible enough at this moment to support this.
In my projects I would use the list view widget and create a data grid look and feel but then in a list view.
Hope this will help you.
have a look on the below thread, I think it may help you