WPF Datagrid binding custom column headers

Here's what I ended up doing to use this with the MVVM pattern:

I have two sets of data for binding on my view model: one for the actual grid data and one for the column headers. Currently these are exposed as two properties:

// INotifyPropertyChanged support not shown for brevity
public DataTable GridData { get; set; } 
public BindingList<ImportColumnInfo> ColumnData { get; set; }

The trick to working with two differing sets of data is in the grid. I have subclassed the DataGrid and given the grid an additional data source called ColumnSource, as a dependency property. This is what is bound to the ColumnData on my view model. I then set the header of each auto-generated column to the appropriately indexed data in the ColumnSource data source. The code is as follows:

public class ImporterDataGrid : DataGrid
{
    protected override void OnAutoGeneratingColumn(DataGridAutoGeneratingColumnEventArgs e)
    {
        base.OnAutoGeneratingColumn(e);

        int columnIndex = this.Columns.Count;
        var column = new ImporterDataGridColumn();
        column.Header = ColumnSource[columnIndex];
        column.Binding = new Binding(e.PropertyName) { Mode = BindingMode.OneWay };
        e.Column = column;
    }

    public IList ColumnSource
    {
        get { return (IList)GetValue(ColumnSourceProperty); }
        set { SetValue(ColumnSourceProperty, value); }
    }

    public static readonly DependencyProperty ColumnSourceProperty = DependencyProperty.Register("ColumnSource", typeof(IList), typeof(ImporterDataGrid), new FrameworkPropertyMetadata(null));

}

I can now perform normal data binding in the templated header of my columns, which will all bind against the data in the ColumnData property of my view model.

UPDATE: I was asked to show the XAML for my grid. It's really basic, but here it is:

<Controls:ImporterDataGrid 
    AutoGenerateColumns="True" x:Name="previewDataGrid"
    VerticalScrollBarVisibility="Visible"
    HorizontalScrollBarVisibility="Visible"
    IsReadOnly="True"
    SelectionMode="Extended"
    HeadersVisibility="Column"
    ItemsSource="{Binding PreviewData}"
    ColumnSource="{Binding PreviewColumnData}"
    Style="{StaticResource ImporterDataGridStyle}"
    Background="White" CanUserReorderColumns="False" CanUserResizeRows="False"
    CanUserSortColumns="False" AlternatingRowBackground="#FFFAFAFA" AllowDrop="True" />

And here is the ImporterColumnHeaderStyle:

<Style x:Key="ImporterDataGridColumnHeaderStyle" TargetType="{x:Type toolkit:DataGridColumnHeader}">
    <Setter Property="Template">
        <Setter.Value>
            <ControlTemplate TargetType="{x:Type toolkit:DataGridColumnHeader}">
                <Grid>
                    <toolkit:DataGridHeaderBorder Background="{TemplateBinding Background}" BorderBrush="{TemplateBinding BorderBrush}" BorderThickness="{TemplateBinding BorderThickness}" Padding="{TemplateBinding Padding}" IsClickable="{TemplateBinding CanUserSort}" IsHovered="False" IsPressed="False" SortDirection="{TemplateBinding SortDirection}">
                        <Grid>
                            <CheckBox Height="16" Margin="6,6,16,0" Name="importCheckBox" IsChecked="{Binding Path=Import}" VerticalAlignment="Top">Import Column</CheckBox>
                            <StackPanel IsEnabled="{Binding Path=Import}">
                                <ComboBox Height="24" Margin="6,29,6,0" Name="columnTypeComboBox" VerticalAlignment="Top" SelectedValue="{Binding ColumnType}" ItemsSource="{Binding Source={local:EnumList {x:Type Models:ImportColumnType}}}">
                                </ComboBox>
                                <TextBox Height="23"  Margin="6,6,6,33" Name="customHeadingTextBox" VerticalAlignment="Bottom" Text="{Binding Path=CustomColumnName}" IsEnabled="{Binding ColumnType, Converter={StaticResource ColumnTypeToBooleanConverter}}" />
                            </StackPanel>
                            <TextBlock Height="20" Margin="6,0,6,7" Name="originalHeadingTextBlock" Text="{Binding Path=OriginalColumnName}" VerticalAlignment="Bottom" Foreground="Gray" />
                        </Grid>
                    </toolkit:DataGridHeaderBorder>

                    <Thumb x:Name="PART_LeftHeaderGripper" HorizontalAlignment="Left">
                        <Thumb.Style>
                            <Style TargetType="{x:Type Thumb}">
                                <Setter Property="Width" Value="8"/>
                                <Setter Property="Background" Value="Transparent"/>
                                <Setter Property="Cursor" Value="SizeWE"/>
                                <Setter Property="Template">
                                    <Setter.Value>
                                        <ControlTemplate TargetType="{x:Type Thumb}">
                                            <Border Background="{TemplateBinding Background}" Padding="{TemplateBinding Padding}"/>
                                        </ControlTemplate>
                                    </Setter.Value>
                                </Setter>
                            </Style>
                        </Thumb.Style>
                    </Thumb>
                    <Thumb x:Name="PART_RightHeaderGripper" HorizontalAlignment="Right">
                        <Thumb.Style>
                            <Style TargetType="{x:Type Thumb}">
                                <Setter Property="Width" Value="8"/>
                                <Setter Property="Background" Value="Transparent"/>
                                <Setter Property="Cursor" Value="SizeWE"/>
                                <Setter Property="Template">
                                    <Setter.Value>
                                        <ControlTemplate TargetType="{x:Type Thumb}">
                                            <Border Background="{TemplateBinding Background}" Padding="{TemplateBinding Padding}"/>
                                        </ControlTemplate>
                                    </Setter.Value>
                                </Setter>
                            </Style>
                        </Thumb.Style>
                    </Thumb>
                </Grid>
            </ControlTemplate>
        </Setter.Value>
    </Setter>
</Style>