You can't do this directly, but you can use a macro to restore your
headers and footers before printing, say, or before saving.
Put this macro in the ThisWorkbook code module (right-click the workbook
title bar and select View Code):
Private Sub Workbook_BeforePrint(Cancel As Boolean)
Dim wkSht As Worksheet
For Each wkSht In ActiveWindow.SelectedSheets
With wkSht.PageSetup
.LeftHeader = ""
.CenterHeader = "My Header"
.RightHeader = ""
.LeftFooter = "&P of &N"
.CenterFooter = ""
.RightFooter = Me.FullName
End With
Next wkSht
End Sub
Modify the headers and footers to suit.