When creating an Options Query, you have the option of setting display settings by clicking the Preferences link found in the lower left corner of the dialog box.

HEADER OPTIONS

Style
The default setting for a historical query will Bold the headers in each column. You may change this by clicking on a Style icon:

• No Headers - no column headings will display
• Plain Headers - normal font weight is used for column headers
•  Bold Headers - bolded font weight is used for column headers (default)