If you try to set a column header from a browse that contains file data, you cant, the template automatically change it to the field name, so you need to set it as ''
It is set ok for buttons columns.
Besides that you can experiment two problems I could not solved using css
1- If you click on the empty header you get a cursor inside.
2- If the site background is not white a white border is drawn arround the header when you hover the mouse.
Please see pic.
Example: just get the web1 example, add my atached css class (armi.css zipped), change the header of the first column to '', you cant set it empty, compile and you will experiment the cursor and the white border appearing in the empty headers.
Regards