WPF

<StackPanel x:Name="MyGridViewList" Orientation="Vertical">
  <GridViewHeaderRowPresenter x:Name="grdViewHeader" ColumnHeaderContainerStyle="{StaticResource MyHeaderStyle}"/>
</StackPanel>

GridViewColumnCollection colCollection = new GridViewColumnCollection();
for(int i=0;i<mydatacollection.columns.count;>            {
    GridViewColumn viewCol = new GridViewColumn();
    viewCol.Header = MyDataCollection.Columns[i].Name;
    viewCol.Width = 100;

    // I think here I have to add a line like:
    // viewCol.DisplayMemberBinding = bind to position i of the objectarray;

    colCollection.Add(viewCol);
}
grdViewHeader.Columns = colCollection;