Datagrid. Can I have two heading rows?

I recently asked this question in another ng and got no feedback.

I would like to be able to have two headers on a datagrid which shows column
groups.
I am using VB.NET standard.

Example:

| Left | Right
| One | Two | Three | Four | One | Two | Three | Four |

This would enable me to clarify my data.

Is this possible?

Thanks in advance

Terry