I worked out an even better solution that provides me much more control over the columns by creating generic bound columns in the code behind.  I can then manipulate all of the attributes available to a traditional bound column.  Here is my code (thank you to Sarita from Infragistics for her help!):

One thing on my wish list is -- I removed row highlighting in order to allow text selecting for copy/paste by my users.  It would be nice to have both working.  Maybe even with an embedded radio button to select a row would be nice if anybody wants to share how to accomplish both requirements.

                      <ig:WebDataGrid ID="WebDataGrid1" AutoGenerateColumns="False" runat="server" Height="350px" Width="100%" DataKeyFields="ROWNUM" EnableDataViewState="True">

                            <Behaviors>

                                <ig:Selection CellClickAction="Row" RowSelectType="Single" Enabled="False">

                                </ig:Selection>

                                <ig:ColumnResizing>

                                </ig:ColumnResizing>

                                <ig:VirtualScrolling AverageRowHeight="15">

                                </ig:VirtualScrolling>

                                <ig:ColumnMoving DragStyle="Follow">

                                </ig:ColumnMoving>

                            </Behaviors>

                            <AjaxIndicator Enabled="True" BlockArea="Control" ImageUrl="~/ig_res/Default/images/ig_progressIndicator.gif" />

                        </ig:WebDataGrid>

---------------------------------------------------------------------

My Search button click event executes this code…

                        ds = getSomeData()

CreateBoundGridColumns(ds.Tables(0))

                        WebDataGrid1.DataSource = ds

                        WebDataGrid1.DataBind()

---------------------------------------------------------------------

    Private Sub CreateBoundGridColumns(ByVal dt As DataTable) 

        Me.WebDataGrid1.Columns.Clear()

        For Each dCol As DataColumn In dt.Columns

            Dim boundF As New BoundDataField

            boundF.Key = dCol.ColumnName

            boundF.Header.Text = dCol.ColumnName

            boundF.DataFieldName = dCol.ColumnName

            If boundF.Key.ToUpper() = "ROWNUM" Then

                'boundF.Hidden = True

                'boundF.Header.CssClass = "hide"

                'Use a rownum column instead of the row selector when using Virtual Scrolling

                boundF.Header.Text = ""     'blank out the header text

                boundF.Width = Unit.Pixel(50)

                boundF.Header.CssClass = "gridHeader"

                boundF.CssClass = "rownum"

            Else

                boundF.Width = Unit.Pixel(150)

                boundF.Header.CssClass = "gridHeader"

            End If

            Me.WebDataGrid1.Columns.Add(boundF)

        Next

    End Sub

---------------------------------------------------------------------

.gridHeader

{

    height:18px !important;height:26px; /* The latter for IE6 */

    font-size:11px;

    padding:3px;

    color:#165B83;

    text-align:center;

    vertical-align:middle;

    font-weight:normal;

    white-space:nowrap;

    background: transparent url(/ig_res/Default/images/igg_header.gif) repeat-x;

}

.gridHeader img, .grid img {margin:0;}

.rownum{font-weight:bold;text-align:center;}

.WebDataGrid1.Columns.Clear()

I'm surprised this code changed the width.  If you really are having the columns autogenerated, WebDataGrid1.Columns.Count will be 0, so there shouldn't be setting of the width of header css class. 

And I see that you found DefaultColumnWidth, but I'll answer that for anyone else who might stumble here.  The property is available right on the data grid, on the aspx or in code.  So, this.WebDataGrid1.DefaultColumnWidth.

-Dave

I found the DefaultColumnWidth

<

ig:WebDataGrid ID="WebDataGrid1" DefaultColumnWidth="150px"

It worked and now I have my horizontal scrollbar!!!

Interesting, because I was able to set the width programmatically as follows:

                        WebDataGrid1.DataSource = ds

                        WebDataGrid1.DataBind()

                        For i As Integer = 0 To WebDataGrid1.Columns.Count - 1

                            WebDataGrid1.Columns(i).Width = Unit.Pixel(250)

                            WebDataGrid1.Columns(i).Header.CssClass = "gridHeader"

                        Next

However, even though the column width did change, the all important horizontal scrollbar DID NOT appear as expected.  Furthermore, the attempt at adding the css class appears to not be working or perhaps in conflict with another css property that seems to be controlling the background color of the header text.

...and yes I am using 9.2.  Where is the DefaultColumnWidth?  Is it in the markup or do I set it via codebehind?  Example please.