You could add template fields to your gridview and set the header text like this. (This goes inbetween your
<asp:GridView>
tags.
<asp:templatefield headertext="Project Group Name">
<itemtemplate>
<asp:label id="ProjectGroupNameLabel"
Text= '<%# Eval("ProjectGroupName") %>'
runat="server"/>
</itemtemplate>
</asp:templatefield>