How to display an image in a datagridview column header?

At run-time, I am adding a DataGridView to a windows form. The final column is a DataGridViewImageColumn:

Dim InfoIconColumn As New DataGridViewImageColumn
MyDataGridView.Columns.Insert(MyDataGridView.Columns.Count, InfoIconColumn)

Adding the following code will get my Information Icon (bitmap) to display in each of the column cells but NOT the column header:

Dim InfoIcon As New Bitmap("C:\MyPath\InfoIcon.bmp")
InfoIconColumn.Image = InfoIcon

Also, it is worth noting that the image displays 'perfectly' in the cells i.e. it is sized correctly to fit the cell.

However, I cannot find a way to add the same image to the column header cell. After some googling I used the following code which placed the image in the header cell but left me with two problems:

1. The image did not 'auto-size' to the column headercell in the same way it did when added to the column cells. The image was slightly larger and blurred.
2. By using the _CellPainting event slowed down performance i.e. when hovering over the DataGridView to highlight the selected row the highlighting lagged behind where my mouse was placed.

Here is the code:

Private Sub MyDataGridView_CellPainting(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellPaintingEventArgs) Handles MyDataGridView.CellPainting
   Dim InfoIcon As Image = Image.FromFile("C:\MyPath\InfoIcon.bmp")
   If e.RowIndex = -1 AndAlso e.ColumnIndex = MyDataGridView.Columns.Count - 1 Then
       e.Paint(e.CellBounds, DataGridViewPaintParts.All And Not   DataGridViewPaintParts.ContentForeground)
       e.Graphics.DrawImage(InfoIcon, e.CellBounds)
       e.Handled = True
    End If
End Sub

Does anybody know of a way to solve my problem and get a nicely sized, sharp image into a DataGridViewImageColumn headercell at run-time?