WPF

<StackPanel x:Name="MyGridViewList" Orientation="Vertical">
  <GridViewHeaderRowPresenter x:Name="grdViewHeader" ColumnHeaderContainerStyle="{StaticResource MyHeaderStyle}"/>
</StackPanel>

GridViewColumnCollection colCollection = new GridViewColumnCollection();
for(int i=0;i<mydatacollection.columns.count;>            {
    GridViewColumn viewCol = new GridViewColumn();
    viewCol.Header = MyDataCollection.Columns[i].Name;
    viewCol.Width = 100;

    // I think here I have to add a line like:
    // viewCol.DisplayMemberBinding = bind to position i of the objectarray;

    colCollection.Add(viewCol);
}
grdViewHeader.Columns = colCollection;

<stackpanel x:name="MyGridViewList" orientation="Vertical"  >
  <gridviewheaderrowpresenter x:name="grdViewHeader" columnheadercontainerstyle="{StaticResource MyHeaderStyle}" />
</stackpanel>

GridViewColumnCollection colCollection = new GridViewColumnCollection();
//.... Here I fill all the collumns. reading stuff from a file

grdViewHeader.Columns = colCollection; //set the columns in the header -> This is working like a charm

//Here is the part where most likely I do something wrong
//RowParser is an object that parses rows from the file.
//The GetNextRow function returns an array of objects (size of array is equal to nr of columns)
object rowObj;
while( null != (rowObj = RowParser.GetNextRow()) )
{
 GridViewRowPresenter rowPresenter = new GridViewRowPresenter();
 rowPresenter.Columns = colCollection;
 rowPresenter.Content = rowObj;
 MyGridViewList.Children.Add(rowPresenter);
}