When you want to customize the auto-generated columns of RadGrid, you could use the OnColumnCreated server event. It fires for each auto-generated column in RadGrid (including structure columns). You can get the column from the event arguments and check its data type or unique name to recognize it. In this event you could set the column properties and customize the look and behavior of the column.
Please try the following code snippet to change the HeaderText:
I actually asked this question in the RadTreeView section, but can you please tell me if it is possible to use a SqlDataSource with null Parent date fields with the RadTreeView?
The whole post is at:
http://www.telerik.com/community/forums/aspnet-ajax/treeview/radtreeview-error-when-parent-null.aspx