The default tables in the "Blank" templates in numbers contain one Header Row and one Header column. These rows and columns have special properties, including the ability to be 'frozen' in place as the rest of the table is scrolled.
Place your headings in a Header Row or a Header Column.
In the Table menu, you'll find "Freeze Header Rows" and "Freeze Header columns."
"Freeze" does not apply in Print view, where Header Rows and Columns are repeated on each 'page'.
PS:For more on header and Footer rows/columns (and other features of Numbers), read the first four chapters of the numbers '09 User Guide. You can download the guide via the Help menu in Numbers'09. search "freeze" for more on freezing header rows, etc.