Free alternatives to JTable that allow multiple rows in the header?

My goal is to make a table with two or more rows in the column header. For instance, imagine I want to have the numbers of the days in the calendar as columns, then I want to have a row over them with the months, spanning over multiple days, then I want to have a row over that with the year, spanning over multiple months. I want these rows to be in the column header so they're always visible as you scroll down.
Right now, I'm doing this with the first rows of the grid, out of the header, so they get out of view when the user scrolls down. Also, by being in the actual grid, they screw up sorting of the table.
So I need 2 features. Multiple rows in the column header and the ability to merge multiple cells in the header.
I've see some code to do this but it seemed too complicated so I want to see if I can find a component that does this out of the box first. I've seen 2 3rd party JTable-based components that do this but they're paid products and paying the full price of a component bundle for these features isn't a very attractive idea.
So, does anyone know of a good table component that does this?

Have a look at JXTable from the SwingX project. You should be able to find it via Google.

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