Hello,
 
This can be done in the following cases
 
1. In PHP using the setColProperty like this
 

$grid = new jqGridRender($conn);
// Write the SQL Query
$grid->SelectCommand = 'SELECT OrderID, OrderDate, CustomerID, Freight, ShipName FROM longorders';
...

// change the column heading of OrderID
$grid->setColProperty("OrderID", array("label"=>"My ORDER Heding"));

 
2. In JavaScript after the grid is created using the setLabel Method
 

...
$("#grid").jqGrid('setLabel', 'OrderID', 'My ORDER Heding');

Kind Regards,
Will