zevgdimi,
What version of Origin are you using? The script I posted doesn't work in Origin before version 8. I've tested it on version 8 and 2015.
Also I made a small error in my script. This is the corrected one:
loop(nn, 2, wks.ncols) {
range rr = wcol(nn);
rr.name$ = "Pix$(nn-1)"; // Column short name
rr.label$ = "Pix $(nn-1)"; // column long name
}