I'm not sure that I understand the question.  Do you want there to always be a column that is grouped and prevent the user from changing it?  If so, you could add the grouping programmatically (grid.DisplayLayout.Bands[0].SortedColumns.Add(key, descending, true) and then set the grid.DisplayLayout.GroupByBox.Hidden property to true so that they can't alter the grouping, or you could handle the BeforeSortChange event and cancel it if they are removing a grouped column, but this might be unintuitive to the users since they'll be able to drag the column into/out of the GroupBy area but it won't do anything.

-Matt