I don't want row headers, how can I turn them off?

Call SetColWidth(0,0) (HideCols(0,0) will work too) .

You may want to call:

GetParam()->EnableTrackColWidth(
GX_TRACK_INDIVIDUAL | GX_TRACK_NOTHEADER); 

- Or (with respect to the new smoother tracking in OG 1.2) -

GetParam()->EnableTrackColWidth(
GX_TRACK_DEFAULT | GX_TRACK_NOTHEADER); 

so that the user doesn't get a resize cursor.