C# - Change Column From DataGridView In Runtime?

I'm filling a previously created DataGridView on an ASP.NET Web Form dynamically with a DataTable, but I want to change the name of the columns that appear on that DataGridView, and I simply can't figure out what I'm doing wrong. Below is the code:

DataTable dtUsuarios = DBManager.RunSqlGetDataTable(
@"select b.UserName, c.Email, c.IsLockedOut, c.LastLoginDate,
case
when e.RoleName is not null then 1
else 0 end Admin
from dbo.aspnet_Applications a join dbo.aspnet_Users b
on a.ApplicationId = b.ApplicationId
join dbo.aspnet_Membership c
on b.ApplicationId = c.ApplicationId
and b.UserId = c.UserId
left join dbo.aspnet_UsersInRoles d
on d.UserId = b.UserId
left join dbo.aspnet_Roles e
on d.RoleId = e.RoleId
where a.ApplicationName = 'Mont Blanc Catalogo'");
dtUsuarios.Columns["UserName"].Caption = "Nome Usuário";
dtUsuarios.Columns["Email"].Caption = "E-mail";
dtUsuarios.Columns["IsLockedOut"].Caption = "Bloqueado";
dtUsuarios.Columns["LastLoginDate"].Caption = "Último Login";
dtUsuarios.Columns["Admin"].Caption = "Administrador";
DataView dvUsuarios = new DataView(dtUsuarios) { Sort = "UserName" };
gdvUsuarios.DataSource = dvUsuarios;
gdvUsuarios.DataBind();
//gdvUsuarios.Columns[0].HeaderText = "Nome Usuário";
//gdvUsuarios.Columns[1].HeaderText = "E-mail";
//gdvUsuarios.Columns[2].HeaderText = "Bloqueado";
//gdvUsuarios.Columns[3].HeaderText = "Último Login";
//gdvUsuarios.Columns[4].HeaderText = "Administrador";

Setting the values changing the caption of the DataTable doesn't work, and after the DataBind, the Columns.Count property for the DataGridView return zero columns! After executing the code, everything appears normally at my asp page, but the captions are wrong.