ColumnHeader lickedCol = (ColumnHeader)this.listView1.Columns[e.Column];
MessageBox.Show(lickedCol.Text);
As far as i can see this should work properly. At least i get the right text.
In the example you provided this happens when he added the Columnheaders
// parameter specifies true for an ascending sort order.
listView1.Columns.Add(new ColHeader("Name", 110, HorizontalAlignment.Left, true));
listView1.Columns.Add(new ColHeader("Region", 50, HorizontalAlignment.Left, true));
listView1.Columns.Add(new ColHeader("Sales", 70, HorizontalAlignment.Left, true));
He added ColHeaders and not ColumnHeaders. I think you havent done this and then you get the error, at least this is what happend to me ;)