public event CustomDrawColumnHeaderEventHandler CustomDrawColumnHeader

Public Event CustomDrawColumnHeader As CustomDrawColumnHeaderEventHandler

using System;
using System.Drawing;
using DevExpress.Spreadsheet;
using DevExpress.XtraSpreadsheet;
// ...
private void spreadsheetControl1_CustomDrawColumnHeader(object sender, 
    CustomDrawColumnHeaderEventArgs e)
{           
    // Cancel default painting for the column header.
    e.Handled = true;

    if (e.ColumnIndex > 4) 
        return;

    // Specify the list of new column header names.
    string[] headers = new string[] { "Category", "Product Name", 
        "Quantity per Unit", "Unit Price", "Units in Stock" };

    // Specify font attributes for the column header.
    SpreadsheetFont defaultFont = spreadsheetControl1.Document.Styles.DefaultStyle.Font;
    using (Font font = new Font(defaultFont.Name, (float)defaultFont.Size, FontStyle.Bold))
    {
        // Specify layout settings for the column header.
        using (StringFormat stringFormat = new StringFormat())
        {
            stringFormat.LineAlignment = StringAlignment.Center;
            stringFormat.Alignment = e.ColumnIndex < 3 ? StringAlignment.Near : StringAlignment.Far;
            stringFormat.Trimming = StringTrimming.EllipsisCharacter;

            // Draw the column header.
            e.Graphics.DrawString(headers[e.ColumnIndex], font, 
                e.Cache.GetSolidBrush(Color.White), e.Bounds, stringFormat);
        }
    }
}

Imports System
Imports System.Drawing
Imports DevExpress.Spreadsheet
Imports DevExpress.XtraSpreadsheet
' ...
Private Sub spreadsheetControl1_CustomDrawColumnHeader(ByVal sender As Object,
    ByVal e As CustomDrawColumnHeaderEventArgs)
    ' Cancel default painting for the column header.
    e.Handled = True

    If e.ColumnIndex > 4 Then
        Return
    End If

    ' Specify the list of new column header names.
    Dim headers() As String = {"Category", "Product Name", "Quantity per Unit",
        "Unit Price", "Units in Stock"}

    ' Specify font attributes for the column header.
    Dim defaultFont As SpreadsheetFont = spreadsheetControl1.Document.Styles.DefaultStyle.Font
    Using font As New Font(defaultFont.Name, CSng(defaultFont.Size), FontStyle.Bold)
        ' Specify layout settings for the column header.
        Using stringFormat As New StringFormat()
            stringFormat.LineAlignment = StringAlignment.Center
            stringFormat.Alignment = If(e.ColumnIndex < 3, StringAlignment.Near, StringAlignment.Far)
            stringFormat.Trimming = StringTrimming.EllipsisCharacter

            ' Draw the column header.
            e.Graphics.DrawString(headers(e.ColumnIndex), font,
        e.Cache.GetSolidBrush(Color.White), e.Bounds, stringFormat)
        End Using
    End Using
End Sub

AddHandler spreadsheetControl1.CustomDrawColumnHeader, AddressOf spreadsheetControl1_CustomDrawColumnHeader
AddHandler spreadsheetControl1.CustomDrawColumnHeaderBackground, AddressOf spreadsheetControl1_CustomDrawColumnHeaderBackground