Make it a form instead and you can customise it as much as you want.

I specifically made it a Datasheet, it needs to be a datasheet not a form. Thanks anyway...

Why does it need to be a datasheet?
You can make a continuous form mimic a datasheet view with the same functionality and more.

I understand what you're saying Alex, didn't think about that...I'll give it a try and once I get the finished product up and running I'll show it to you.

Visual Studio lets you configure a column header's background color, font color, font style, etc. in something called a DataGridView control (see picture below), which looks and navigates like a Access datasheet, but works very differently.  

In my old job I used datasheets too.  When my users pressed the up or down arrow, they wanted the cursor to go up or down to the row above or below like in Excel, and that was only possible on a datasheet.  On a continuous form, the cursor would go left or right instead.  And my users never complained about the color of the column headers.