1This is how I would do it (working fiddle at http://jsfiddle.net/7pDqb/) Tested in Chrome.
2
3th, td { border: 1px solid black }
4<table>
5 <thead>
6 <tr>
7 <th colspan="2">Major 1</th>
8 <th colspan="2">Major 2</th>
9 </tr>
10 <tr>
11 <th>col1</th>
12 <th>col2</th>
13 <th>col3</th>
14 <th>col4</th>
15 </tr>
16 </thead>
17 <tbody>
18 <tr>
19 <td>data1</td>
20 <td>data2</td>
21 <td>data3</td>
22 <td>data4</td>
23 </tr>
24 </tbody>
25</table>