Within SSRS, or at least Report Builder 2, there are a few options that would imply that headers can be fixed.
Heres how to really fix them, leave all the above settings unchecked and save the rdl to a local file. Load it up in notepad ( or an XML editor if you are that way inclined).
Then add in this line
Save the file , reload it in Report Writer 2 and (fingers crossed) hey presto , fixed headers.