First of all, note that iGrid's header tries to use the visual style of the OS. If you want to provide your own predefined colors, I would recommend that you turn off visual styles in the header by setting the iGrid.Header.UseXPStyles property to False.
Second, the iGrid.Header.HotTrackForeColor property can be used to set the desired color for the text in the active column header.
If you still can't get the desired effect, show us your code and a picture of what you get or need.