Error adding header to datagrid

[mcrowell]

Here's my code:

DataGridItem row = new DataGridItem(-1, -1, ListItemType.Separator);
TableCell cell = new TableCell();
row.Cells.Add(cell);
cell = new TableCell();
cell.Text = "New Header";
row.Cells.Add(cell);
cell = new TableCell();
row.Cells.Add(cell);
dgSites.Controls[0].Controls.Add(row);

I get the following error:

Specified argument was out of the range of valid values. Parameter
name: index

Line 432: dgSites.Controls[0].Controls.Add(row);

What's the problem here? Any help appreciated. Thanks.