Jeppers

welly welly well...
it seems im a little bit late since you are waiting for two years (and surely alredy found the solution) but anyways:
What you are asking is actually not supported (at least in the current published JGrid version) But its easy to add support to this. You should take a look at the JGridHeader class at the setValueAt and the getValueAt methods and change them a bit. thats all.

Good luck!