Here is an external link to an article that talks about fixing the first N columns
It does happen to use a DataGridView in the Grid, which you said you didn't really want to use, though you didn't say why you didn't.
This external article uses xamGrid by Infragistics
] for the same effect.
But the Grid class is not designed to have non-Scrolling columns or rows. That is what DataGrid (or a DataGridView inside a Grid) is for. (and xamlGrid if you are using the Infragistics classes)