Hmmm. this seems pointless to me. Since you are binding to a datasource and have set your grid up to autogenerate, why not just manipulate the datasource?
Even if you can't do it in SQL you can do something like:
For Each dc as DataColumn in DataTable.Columns
dc.Capation = "Foo"
Next
Of course you could set up a Select statement to deal with the different captions you will have but that shouldnt be to hard.
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