Mutliple Row Header with Frozen Scrolling

[Praveen]

This is how my header looks like

                     Header 1                                                Header 2                             Header 3             
Header 1.1      Header 1.2    Header 1.3              Header 2.1 Header 2.2               Header 3               

Now how could i freeze the First two Header1 and Header2.

<ClientSettings>
 <Scrolling AllowScroll="True" UseStaticHeaders="True" SaveScrollPosition="true" FrozenColumnsCount="2">
 </Scrolling>
 </ClientSettings>

this does not work.
Any help will be appreciated.
Thanks,
Praveen