Hi Igor,
what you want to do with the group header could you give some more info on what you are trying to achieve.
in principle all you need to do is select the matrix, right click on it and choose property, then groups and then add either a column or a row group, name it and add a formula or a field.
to see the way it works you could start by adding a fromula with = nothing so that you'll see the group with no data then play with the formualas options
-Mo