I have a `pandas.DataFrame` without a header like this:

```
    0   1   2   3   4   5   
MAC                                                     
ID1 1   1   2   3   3   4   
ID2 6   6   7   7   8   9
ID3 1   2   3   3   4   5

```

I want to add column header with following "data" names. My expected results look like this:

```
    Data_1  Data_2  Data_3  Data_4  Data_5  Data_6  
MAC                                                     
ID1    1       1       2       3       3      4 
ID2    6       6       7       7       8      9
ID3    1       2       3       3       4      5

```

I have hundred thousand columns and I want to edit all of the columns, please give a better way to edit this data.