First, you will have to configure the grid programmatically with
DataGridTableStyle and in turn DataGridColumn styles. See the
"DataGridTableStyle class" topic in MSDN for more details.
Then, to swap columns, you should re-configure the grid with the changed
order in which the columns are added to the DataGridTableStyle.Columns
collection and re-bind the grid to the data source with the SetDataBinding
method.