老朱，题外话，你代码中出现三次buildheader没有意义，最后统一执行一次buildheader就行。

不需要设置一列的标题，就执行一次buildheader.

全部设置完成，再BuildHeader

命令窗口执行：

Dim nms1() As String = {"第一列","第四列","第七列"}
Dim nms2() As String = {"第二列","第五列","第八列"}
Dim nms3() As String = {"第三列","第六列","第九列","第十列"}
Dim ps As Integer = 0
For Each nm As String In nms1
    DataTables("表A").DataCols(nm).Caption = "第一组_" & nm
    Tables("表A").Cols(nm).Move(ps)
    ps = ps + 1
Next
For Each nm As String In nms2
    DataTables("表A").DataCols(nm).Caption = "第二组_" & nm
    Tables("表A").Cols(nm).Move(ps)
    ps = ps + 1
Next
For Each nm As String In nms3
    DataTables("表A").DataCols(nm).Caption = "第三组_" & nm
    Tables("表A").Cols(nm).Move(ps)
    ps = ps + 1
Next
DataTables("表A").BuildHeader