How do you pass date values to a datagridview's header column?

Hello,

I would like to know to pass the date values from a datetimepicker or a Month Calendar to a datagridview's header column.

So basically, if I were to select a date range e.g. 04/04/2014 - 10/04/2014....I want the dates passed to a datagridview as each columns header.

Odd request I know, but if anyone has any ideas or needs more info please let me know!

Thanks

brendan