Hey Shelley,
I did a webinar on this a few weeks ago, check it out. The 2nd half of the webinar is about the Advanced Search section and doing some customization to it. I have included a link to the webinar below.
http://www.methodintegration.com/resources/webinars/Webinar26.wmv
If you want to be able to use the column headings for filtering, you will need to change some settings in step 3 of the grid wizard. Also in this section remember to remove any grid filters for the fields you are deleting.
Hope this helps!