You're talking about what you click on to select columns and rows right? You cannot change their formatting. However, here's what you can do:
-Consider the first row and first column as your new headers. Fill out the worksheet with the data. Note that since you're using normal cells as headers, you can change their formatting.
-When you're done, go to cell B2 (second row and second column). Select Freeze Panes under the Window menu in Excel 2003, or under the View group in Excel 2007.
-Hide the headers: "Simply choose Options from the Tools menu, click the View tab, and then uncheck the Row & Column Headers option in the Windows section. In Excel 2007, this option is in the View group. Click Show/Hide and choose Headings." Source