Salut,

Je n'ai jamais eu le besoin de le faire; regarde si le fait de remplacer les noms de toutes les colonnes te va:

import java.awt.BorderLayout;
import java.awt.FlowLayout;
import java.awt.event.ActionEvent;
import java.awt.event.ActionListener;

import javax.swing.JButton;
import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.JScrollPane;
import javax.swing.JTable;
import javax.swing.table.DefaultTableModel;

public class Sample extends JFrame {
	private JTable table;
	private static final long serialVersionUID = 1L;

	public static void main(String args[]) {
		try {
			Sample frame = new Sample();
			frame.setVisible(true);
		} catch (Exception e) {
			e.printStackTrace();
		}
	}

	public Sample() {
		super();
		setBounds(100, 100, 500, 375);
		setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);

		final JScrollPane scrollPane = new JScrollPane();
		getContentPane().add(scrollPane, BorderLayout.CENTER);

		table = new JTable();
		scrollPane.setViewportView(table);

		String[] cols = new String[] { "col 1", "col 2", "col 3" };
		String data[][] = new String[][] {};
		DefaultTableModel model = new DefaultTableModel(data, cols);
		table.setModel(model);

		final JPanel panel = new JPanel();
		final FlowLayout flowLayout = new FlowLayout();
		flowLayout.setAlignment(FlowLayout.RIGHT);
		panel.setLayout(flowLayout);
		getContentPane().add(panel, BorderLayout.SOUTH);

		final JButton renameColumnButton = new JButton();
		renameColumnButton.addActionListener(new ActionListener() {
			public void actionPerformed(ActionEvent e) {
				// Will rename the first table column
				DefaultTableModel model = (DefaultTableModel) getTable().getModel();
				model.setColumnIdentifiers(new String[] { "new col 1", "new col 2", "new col 3" });
			}
		});
		renameColumnButton.setText("Rename column");
		panel.add(renameColumnButton);
		//
	}

	protected JTable getTable() {
		return table;
	}
}