The fixed column headers property of a tablix is a confusing option that I think is probably not appropriately named. I would rather call them “floating” column headers because that’s what they appear to do.
The property is only useful for on-screen reports, those that are exported to PDF or other formats don’t benefit from this.
What happens is that in a very long tablix you will normally scroll down and the headers will disappear. Fixed column headers means that the headers stay at the top of the page and float down as you scroll down. This is similar to the way that “freeze panes” works in excel.
When you are editing a tablix, there is a double dotted line that demarcates the column headers. If there is part of the header that you would like to be fixed that happens to be below the dotted lines, you might need to add a row above the dotted lines and move the header text/expressions into those cells above the dotted lines.
When I was reading about how this works I found this post from Dave Ballantyne. The suggestion that you are required to go into the xml to edit the report is quite unecessary. It’s true that in some cases you need to do that but this is not one of those cases. Assuming that you have the moved cells you require above the dotted lines, this setting is all you need to do.
The ‘Keep header visible while scrolling’ option is visible on the tablix properties page. If you click in to a tablix the top right corner of the tablix can then be righ-clicked on to get to the properties page: