Keep Option to avoid splitting 2-line headings?

I am trying to avoid splitting 2-line headings when using split columns.
I tried to use "Keep Lines Together", but it does not have any effect - the heading still appears with line 1 at the bottom of column 1 and line 2 at the top of column 2.  I have selected "All Lines in Paragraph".  How do I avoid splitting the heading???

Actually, the difference between a bug and a limitation is whether or not it works as designed.
Design is not necessary the way it SHOULD work. Sometimes design is the way it has to work because of whatever reason (most often lack of development resources) -- even if it's recognised as not being ideal or even "correct".
I'm pretty sure that this falls into the latter category. I believe that the InDesign team made the correct decision to include this feature although it is crippled. The lacking features only affect long docs, and only in certain applications. For newspapers, it works very well as-is.
Column Flow anyone?
Harbs

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