DataGridView: Merge Header Columns

I want to merge a header cell in my DataGridView and add a second header row, like you can do in Excel. Is there an easy way to do it?

Like this:

Code:

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-----------------------------------------------
| Column1 |        Column2-3        | Column4 |
|        | SubColumn2 | SubColumn3 |        |
-----------------------------------------------
|        |            |            |        |
-----------------------------------------------
|        |            |            |        |
-----------------------------------------------
|        |            |            |        |
-----------------------------------------------

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There's no Property for the DataGridView to achieve this, but, you could follow the advice given here :

http://forums.msdn.microsoft.com/en-...-5d427c3762e2/