DataGrid HeaderStyle overriding Header

Question

I have datagrid header which I populate from a viewmodel that work perfectly fine. Problem now is when I include HeaderStyle (Style)Resources["blnGridSelectAll"]; to have a checkbox on my header, once I include it the name of the column goes away. Below is the code to create columns

for (int i = 0; i<rvm.someclass.Count(); i++)
            {

                colNumber++;
                var Col = new GenerateColumn();
                Col.IsReadOnly = false;
                Col.HeaderStyle =  (Style)Resources["blnGridSelectAll"];
                Col.CellStyle = hdrStyleCenter;

                Col.Header = vm.someclass[i].Description.ToString();
                AllowancesDataGrid.Columns.Add(Col);
            }

XAML with the style

<Style TargetType="Primitives:DataGridColumnHeader" x:Name="blnGridSelectAll">
    <Setter Property="HorizontalContentAlignment" Value="Stretch" />
    <Setter Property="ContentTemplate">
        <Setter.Value>
            <DataTemplate>
                <StackPanel Orientation="Vertical" HorizontalAlignment="Center">
                    <CheckBox  IsChecked="false" HorizontalAlignment="Right" Visibility="Visible" x:Name="checkSelectAll" />
                </StackPanel>
            </DataTemplate>
        </Setter.Value>
    </Setter>
</Style>

Any idea how I can overcome this.