csv-to-sorttable-add-header-row-plugin.php

<?php
/**
 * Plugin Name: CSV to SortTable: Add Header Row
 * Plugin URI: https://gist.github.com/sscovil/5919960
 * Description: Adds a custom header row to tables created by CSV to SortTable plugin.
 * Version: 0.1
 * Author: sscovil
 * Author URI: http://shaunscovil.com
 * License: GPL2
 */

/**
 * CSV to SortTable: Add Header Row
 *
 * @param  array $data
 * @return array
 */
function csv_to_sorttable_add_header_row( $data ) {
    $header_row = array( 'Column 1', 'Column 2', 'Column 3' );
    array_unshift( $data, $header_row );
    return $data;
}
add_filter( 'csv_to_sorttable_data_array', 'csv_to_sorttable_add_header_row' );

In response to support ticket: http://wordpress.org/support/topic/set-the-column-names-independently