Error when using datagridcolumnheader with in header template

I'm trying to use this code to create "grouped columns" in DataGrid

<toolkit:DataGrid ItemsSource="{Binding }" Name="dataGrid1" AutoGenerateColumns="False" 
                          ColumnHeaderHeight="50" > <toolkit:DataGrid.Resources><Style x:Key="DataGridColumnHeader" TargetType="{x:Type toolkit:DataGridColumnHeader}"><Setter Property="VerticalContentAlignment" Value="Center" /><Setter Property="Template"><Setter.Value><ControlTemplate TargetType="{x:Type toolkit:DataGridColumnHeader}"><Grid><ContentPresenter SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"
                                      VerticalAlignment="{TemplateBinding VerticalContentAlignment}"
                                      HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}" /></Grid></ControlTemplate></Setter.Value></Setter></Style></toolkit:DataGrid.Resources><toolkit:DataGrid.Columns><toolkit:DataGridTextColumn Binding="{Binding ID}" Header="ID" Width="60"/><toolkit:DataGridTextColumn Binding="{Binding Name}" Header="Name" Width="60"/><toolkit:DataGridTextColumn Binding="{Binding Country}" Header="Country" Width="60" 
                                            HeaderStyle="{StaticResource DataGridColumnHeader}"> <toolkit:DataGridTextColumn.HeaderTemplate><DataTemplate><StackPanel Orientation="Vertical"><TextBlock   Width="60"/><toolkit:DataGridHeaderBorder  Height="2" Background="Black" /><toolkit:DataGridColumnHeader Content="Country" Width="60"/></StackPanel></DataTemplate></toolkit:DataGridTextColumn.HeaderTemplate></toolkit:DataGridTextColumn><toolkit:DataGridTextColumn Binding="{Binding City}" Header="City" Width="60"
                                             HeaderStyle="{StaticResource DataGridColumnHeader}"><toolkit:DataGridTextColumn.HeaderTemplate><DataTemplate><StackPanel Orientation="Vertical"><TextBlock  Text="Address"/><toolkit:DataGridHeaderBorder  Height="2" Background="Black" /><toolkit:DataGridColumnHeader Content="City" Width="60" /></StackPanel></DataTemplate></toolkit:DataGridTextColumn.HeaderTemplate></toolkit:DataGridTextColumn><toolkit:DataGridTextColumn Binding="{Binding Street}" Header="Street" Width="60"
                                             HeaderStyle="{StaticResource DataGridColumnHeader}"><toolkit:DataGridTextColumn.HeaderTemplate><DataTemplate><StackPanel Orientation="Vertical"><TextBlock /><toolkit:DataGridHeaderBorder  Height="2" Background="Black" /><toolkit:DataGridColumnHeader Content="Street" Width="60"/></StackPanel></DataTemplate></toolkit:DataGridTextColumn.HeaderTemplate></toolkit:DataGridTextColumn> </toolkit:DataGrid.Columns></toolkit:DataGrid>

It displays as expected but whenever I hover to the DataGridColumnHeaders, an error occurs. I'm using the latest release of WPF Toolkit datagrid as I am stuck on .NET 3.5 SP1.

Maybe someone has encountered this and knows a solution/workaround, please let me know.

Another possible answer would be an alternative to implementing the grouped columns (like above) without using third party controls.

Thanks