Binding DataSet with changed col. captions

[GrumpyDev]

Hi. My question is regarding binding a DataSet to a
DataGrid. When I change Caption property of all column in
my dataset and then bind dataset to a DataGrid, new
caption aren't displayed in a grid header. A DataGrid
displays captions (field names) from a query that was used
to build a dataset.

For example (this is not a real example), I have a dataset
build on "Select OrderID from Orders". I then change a
caption property of a first column to 'Order Number' and
bind my dataset to a grid. In column header I
see 'OrderID', not 'Order Number'.

Is that a bug? Does anybody have similar problems?
I know that to solve my problem I can include a new
caption in a select statement (Select OrderID [Order
Number] from Orders). But in my case, I need to change it
manually.

Also, I'm just curious. I would think that DataGrid
display column headers from Caption properties of each
column.