The following example demonstrates how to change the information displayed in each GroupHeaderControl by creating an implicit DataTemplate targeting the Group data type.

XAML
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<Grid xmlns:xcdg="http://schemas.xceed.com/wpf/xaml/datagrid">

  <Grid.Resources>

    <xcdg:DataGridCollectionViewSource x:Key="cvs_orders"

                                       Source="{Binding Source={x:Static Application.Current},

                                                        Path=Orders}">

      <xcdg:DataGridCollectionViewSource.GroupDescriptions>

        <xcdg:DataGridGroupDescription PropertyName="ShipCountry"/>

      </xcdg:DataGridCollectionViewSource.GroupDescriptions>

    </xcdg:DataGridCollectionViewSource>

    <DataTemplate DataType="{x:Type xcdg:Group}">

      <StackPanel Orientation="Horizontal">

        <TextBlock Text="The "/>

        <TextBlock Text="{Binding Value}"/>

        <TextBlock Text=" group contains "/>

        <TextBlock Text="{Binding Items.Count}"/>

        <TextBlock Text=" items."/>

      </StackPanel>

    </DataTemplate>

  </Grid.Resources>

  <xcdg:DataGridControl x:Name="OrdersGrid"

                        ItemsSource="{Binding Source={StaticResource cvs_orders}}"/>

</Grid>