The solution comes from an an article on MSDN:
To repeat rows with column headings for a table with row groups
- In Design view, select the table. The Grouping pane displays the row groups.
- On right side of the Grouping pane, click the down arrow, and then clickAdvanced. The Grouping pane displays static and dynamic tablix members for each group. You can only set properties on a static tablix member.
- In the Row Groups pane, click the static tablix member for the row that you want to repeat. When you select a static tablix member, the corresponding cell on the design surface is selected, if there is one. The Properties pane displays the properties for the selected tablix member.
- Set the KeepWithGroup property in the following way:
- For a static row that is above a group, click After.
- For a static row that is below a group, click Before.
- Set the RepeatOnNewPage property to True.
- Preview the report. If possible, the row repeats with the group on each vertical page that the row group spans.