Yes, you could use the column.Header.Appearance.Image property.

EDIT: Oh... I missed the word "button", there. The code I posted above will only give you an image in the column header, not a button.If you need a button, you would have to use a CreationFilter Check the Infragistics Knowledge Base for articles and samples of adding buttons to controls using CreationFilters.  Also, get the Infragistics UIElementViewer Utility.

You could, of course, just use the image and then trap for when the user clicks on the image using ElementFromPoint.