With GRID datawindows, after you have created your initial datawindow, you can't switch columns easily as you can with other datawindow types. However, you can do this at runtime by clicking on a columnheader, and dragging it to another position. If you put the datawindow in preview mode, you are also able to do this. When going back to design mode, you'll see that the changes are reflected to the design as well. Neat and very handy if you know this.
Secondly, everything you do in preview mode will be reflected in design mode. You can use this feature for resizing columns, moving columns, even moving columns underneath eachother. Check it out!