Do you want to do this for all headers in all tables? I am just starting to bang on Styler 6.0 (I've used 5.2 and 5.3 until very recently). If so, I'd look for <entry> context <thead> to apply shading. Not sure if that's enough to get you where you need to go or not. If you only want to do SOME tables, then you'll need to define/use an attribute on the table itself and then do <entry> context <thead> if someattr="somevalue".
Your best bet, if you haven't solved this or moved on already, is to join the Adepters mailing list where lots and lots of Arbortext users, admins, and developers hang out 24/7/366 (it is a leap year, you know!). Information on joining that list (as well as pointers to lots of other Arbortext resources) can be found here: