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Gets or sets whether the control should use Xp themes for displaying row or column headers.
public ShowThemedHeadersEnum ShowThemedHeaders { get; set; }
This property only has an effect if the application is themed. To enable themes for an application, you can either call the Application.EnableVisualStyles method or use a manifest file. Please refer to MSDN for details.
Setting the BorderStyle property to BorderStyleEnum.XpThemes automatically sets this property to ShowThemedHeadersEnum.Both.