Using multicolumn in latex
Code:
\documentclass{article}
\begin{document}
\begin{table}
\centering
\caption{Multiprogram sets}
\label{multiprogram}
\begin{tabular}{c|c|c|c|c|c|c|c|c|}
\cline{2-9}
& \multicolumn{8}{|c|}{Sets}\\
\cline{2-9}
& 1 & 2 & 3 & 4 & 5 & 6 & 7 & 8\\
\hline
\multicolumn{1}{|c|}{astar} & & * & & * & & & * &\\
\hline
\end{tabular}
\end{table}
\end{document}
And the result: