Naming of Columns

Sorry if this is simple...I was looking around for ways to change the names of columns. The motivation is from this line in the global fit documentation:

A column with label "Hold", if it exists, specifies held coefficients. A 1 in this column indicates that the corresponding entry in column zero should not vary during the fit.

It looks like I could view the table (via edit), change column name via a procedure. What is the recommended practice?
The label is referring to the Dimension Label, which is set using the command SetDimLabel.

DisplayHelpTopic "Dimension Labels"