I have formated the Wcf Toolkit Datagrid and below in the is the ColumnHeader Style for it But, there are still some area in Column Header, which are not styled as shown in the image

http://www.freeimagehosting.net/uploads/9aba4fbd93.jpg

<Style x:Key="ColumnHeaderStyle" TargetType="{x:Type dg:DataGridColumnHeader}">
        <Setter Property="VerticalContentAlignment" Value="Center" />
        <Setter Property="Background" Value="Orange" />
        <Setter Property="Foreground" Value="White" />
        <Setter Property="Template">
            <Setter.Value>
                <ControlTemplate TargetType="dg:DataGridColumnHeader">   
                    <dg:DataGridHeaderBorder
                    x:Name="headerBorder"                      
                    Background="Orange">
                    <Border BorderThickness="2" 
                            CornerRadius="5" 
                            Background="Orange"
                            BorderBrush="DarkOrange">                            
                        <Grid>
                            <TextBlock Text="{TemplateBinding  Content}" 
                                       VerticalAlignment="Center" 
                                       HorizontalAlignment="Center" 
                                       TextWrapping="Wrap"/>                                
                            </Grid>                                
                    </Border>
                    </dg:DataGridHeaderBorder>

                </ControlTemplate>
            </Setter.Value>
        </Setter>                 
    </Style>

 <dg:DataGrid Grid.Row="1" Grid.RowSpan="1" 
                 Name="dgQuestion"                      
                 HorizontalAlignment="Left"
                 AutoGenerateColumns="True"
                 Width="740"
                 MinWidth="200"
                 MaxWidth="740"                         
                 Background="Wheat"
                 ColumnHeaderHeight="30"                       
                 ColumnHeaderStyle="{DynamicResource ColumnHeaderStyle}"
                 RowStyle="{StaticResource RowStyle}"
                 CanUserAddRows="False"
                 CanUserDeleteRows="False"
                 AlternationCount="2"/>