if that is the problem then do this:
if u r using dropdownlist then u must be using Template Column.
then right clik on Datagrid -Edit Template -go to column[n] n means watever column comes in my case it is column[4] then clik on itemtemplate dropdownlist-properties-css field is there then give the name DataGridFixedHeader and then end Template editing. and run and check.
Try this it wont comes over the header
rupali's code...
TOP: expression(this.offsetParent.scrollTop)
is more or less good for fixed datagrid header.......
the only problem with this I have seen is whenever there is DropDownList control in the datagrid the Dropdown comes over the header....just check that.......