> w<-data.frame(c(0,0,1,1.3,2.1), c(0,0.6,0.9,1.6091,1.6299), c(258,141,206.4,125.8,140.5), c(162,162.7,162.4,162,162))
> colnames(w) <- c('Worst Cum', 'Best Cum', 'Worst Points', 'Best Points' )

Wrong (the code)

  Worst Cum Best Cum Worst Points Best Points
1       0.0   0.0000        258.0       162.0
2       0.0   0.6000        141.0       162.7
3       1.0   0.9000        206.4       162.4
4       1.3   1.6091        125.8       162.0
5       2.1   1.6299        140.5       162.0

Goal: how?

            CUM                    Points
        Worst Best          Worst       Best 
1       0.0   0.0000        258.0       162.0
2       0.0   0.6000        141.0       162.7
3       1.0   0.9000        206.4       162.4
4       1.3   1.6091        125.8       162.0
5       2.1   1.6299        140.5       162.0

Trial 1: fail with many data.frames

> a<-data.frame(c(0,0,1,1.3,2.1), c(0,0.6,0.9,1.6091,1.6299)) 
> b<-data.frame(c(258,141,206.4,125.8,140.5), c(162,162.7,162.4,162,162))
> c<-data.frame(cbind(a,b))
> colnames(c) <- c('Cum', 'Points')
> colnames(a) <- c('Worst', 'Best')
> colnames(b) <- c('Worst', 'Best')

and

> xtable(c)
% latex table generated in R 2.13.1 by xtable 1.6-0 package
% Thu Nov 24 03:43:34 2011
\begin{table}[ht]
\begin{center}
\begin{tabular}{rrrrr}
  \hline
 & Cum & Points & NA & NA \\ 
  \hline
1 & 0.00 & 0.00 & 258.00 & 162.00 \\ 
  2 & 0.00 & 0.60 & 141.00 & 162.70 \\ 
  3 & 1.00 & 0.90 & 206.40 & 162.40 \\ 
  4 & 1.30 & 1.61 & 125.80 & 162.00 \\ 
  5 & 2.10 & 1.63 & 140.50 & 162.00 \\ 
   \hline
\end{tabular}
\end{center}
\end{table}

> xtable(a)
% latex table generated in R 2.13.1 by xtable 1.6-0 package
% Thu Nov 24 03:45:06 2011
\begin{table}[ht]
\begin{center}
\begin{tabular}{rrr}
  \hline
 & Worst & Best \\ 
  \hline
1 & 0.00 & 0.00 \\ 
  2 & 0.00 & 0.60 \\ 
  3 & 1.00 & 0.90 \\ 
  4 & 1.30 & 1.61 \\ 
  5 & 2.10 & 1.63 \\ 
   \hline
\end{tabular}
\end{center}
\end{table}

It is wrong because it replaces the inner headers with higher-level header nb "NA" vals.