Two methods but second one is usually the do-all end-all:
use the headerstyle attribute in the grid definition:
<asp:TemplateColumn HeaderStyle-Width="20">
  <ItemTemplate>
    <asp:LinkButton id="cmdEditVersions" runat="server" Text="Edit" CommandName="Edit" CausesValidation="false"></asp:LinkButton>
  </ItemTemplate>
</asp:TemplateColumn>

or at the end of your itemdatabound codebehind function:
public void dgYourGridName_ItemDataBound(object sender, System.Web.UI.WebControls.DataGridItemEventArgs e)
{        
	dgYourGridName.Columns[5].ItemStyle.Width = new Unit(20, UnitType.Pixel);
	dgYourGridName.Columns[6].ItemStyle.Width = new Unit(30, UnitType.Pixel);
	dgYourGridName.Columns[7].ItemStyle.Width = new Unit(45, UnitType.Pixel);
	dgYourGridName.Columns[8].ItemStyle.Width = new Unit(30, UnitType.Pixel);

}