Creating A Multiple Column Header Within DataGridView

The other day I had a need to create a grid with a column header that spanned four columns. Having done a lot of ASP.Net in the past (and HTML directly in the more distant past), and knowing that this is a very simple thing to do in that environment, I figured it would be just as simple in the WinForms environment using the DataGridView. As happens far more often than I'd like to admit, I was