The provided information is not enough to determine what is causing this error. Therefore I would ask you clarify how the grid is populated (are you using datasource control or you are calling DataBind()). Did you make any customizations in column headers?
Additionally, make sure that the error also exists when you test your project outside DNN. In case the issue persists only in DNN, I suggest you to post your question in the DotNetNuke forums or contact the support of DNN for technical help with our products.
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