Here is the solution:

VB.NET

Protected Sub WebDataGrid1_InitializeRow(sender As Object, e As Infragistics.Web.UI.GridControls.RowEventArgs) Handles WebDataGrid1.InitializeRow

If e.Row.Index = 0 Then

e.Row.Items.FindItemByKey("CSMainID").Column.Hidden = True

End If

End Sub

C#

protected void WebDataGrid1_InitializeRow(object sender, Infragistics.Web.UI.GridControls.RowEventArgs e)
{
	if (e.Row.Index == 0) {
		e.Row.Items.FindItemByKey("CSMainID").Column.Hidden = true;
	}
}