SUMMARY:
In Strategy Web 9.x and 10.x it is possible to lock the column headers of a grid on a document without modifying the report.
ACTION:
In Strategy Web 9.x and 10.x:

Run the document in Presentation, Express, Interactive, Editable, or Flash modes and notice that the header and/or row headers remain in place when scrolling through the report. If the original report is executed, lock column and row headers will not be enabled.