how to make click event on the header of DataGridView of C#

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;

namespace tushar29
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();

            initialize_datagridview(5, 5);
        }

        void initialize_datagridview(int rows,
                                      int columns)
        {

            dataGridView1.EditMode = DataGridViewEditMode.EditOnEnter;

            for (int i = 0; (i < columns); i++)
            {
                string i_plus_one = (i + 1).ToString();

                dataGridView1.Columns.Add("Col" + i_plus_one,
                                            "Stage" + i_plus_one);
            }


            dataGridView1.Rows.Add(rows);



            dataGridView1.EditingControlShowing +=
                new DataGridViewEditingControlShowingEventHandler(
                    dataGridView1_EditingControlShowing);
        }

        void dataGridView1_EditingControlShowing(
                   object sender,
                   DataGridViewEditingControlShowingEventArgs e)
        { }
    }
}