Data Grid Column Header Problem

[Len Morgan]

  I had this problem once before but I can't find the solution to it 
now.  What's happening is I have a lot of information to show in a DG 
table (lots of columns).  In order to make it all fit, skinny columns 
like Sex and Age have been abbreviated to "S" and "A" respectively. The 
problem is that there appears to be some sort of "border" around the 
column headers so that I can only see a few dots from the middle of 
those two characters in the header making them unreadable.

I tried changing the header margins but that just moves the text in the 
header up.  How can I get rid of the blank space on either side of the 
column header text?

Thanks in advance!

Len Morgan