What's the best method of dynamically specifying DataGrid columns in the Silverlight DataGrid control at runtime following the MVVM pattern?

What I'd like to do would be bind the "DataGrid.Columns" property to a property in my ViewModel so that, if the user adds/removes columns, I simply update the ViewModel property and the DataGrid would change. Problem is, the "DataGrid.Columns" property can't be bound to (I don't think).

Because this property isn't available nor is the DataGrid control itself available at the ViewModel level, my current approach is to step outside of the MVVM pattern for this particular implementation and capture certain events in View's code-behind using MVVM Light's Messenger class and then talk directly with the DataGrid control to achieve this capability. I know this is a general statement to this approach without details but is there an easier way... or maybe not so much easier, but a better way that adheres to the MVVM pattern a little better?

It's driving me crazy that the DataGrid control's Columns property can't be bound... seems like such a simple thing.

FYI - Before it's suggested to use AutoGenerateColumns = True, the class being bound for each item in the collection that's bound to DataGrid.ItemsSource does not have individual properties to identify what is bound to the columns... it's a collection property that contains the columns in order to keep them completely dynamic so that particular path is out. Also, handling the AutoGeneratingColumns and using e.Cancel to show/hide columns is also iffy for this same reason (I think).