As of version 4.3 we support frozen columns
The setup is very easy - you will need just to set the frozen property to true
and call the setFrozenColumns method

In this example we set the first two columns to be frozen
<?php 
require_once '../../../tabs.php';
?>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html>
  <head>
    <title>jqGrid PHP Demo</title>
    <meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
    <link rel="stylesheet" type="text/css" media="screen" href="../../../themes/redmond/jquery-ui-1.8.2.custom.css" />
    <link rel="stylesheet" type="text/css" media="screen" href="../../../themes/ui.jqgrid.css" />
    <link rel="stylesheet" type="text/css" media="screen" href="../../../themes/ui.multiselect.css" />
    <style type="text">
        html, body {
        margin: 0;            /* Remove body margin/padding */
        padding: 0;
        overflow: hidden;    /* Remove scroll bars on browser window */
        font-size: 75%;
        }
    </style>
    <script src="../../../js/jquery.js" type="text/javascript"></script>
    <script src="../../../js/i18n/grid.locale-en.js" type="text/javascript"></script>
    <script type="text/javascript">
    $.jgrid.no_legacy_api = true;
    $.jgrid.useJSON = true;
    </script>
    <script src="../../../js/jquery.jqGrid.min.js" type="text/javascript"></script>
    <script src="../../../js/jquery-ui-custom.min.js" type="text/javascript"></script>
  </head>
  <body>
      <div>
          <?php include ("grid.php");?>
      </div>
      <br/>
      <?php tabs(array("grid.php"));?>
   </body>
</html>
grid.php.
<?php
require_once '../../../jq-config.php';
// include the jqGrid Class
require_once ABSPATH."php/jqGrid.php";
// include the driver class
require_once ABSPATH."php/jqGridPdo.php";
// Connection to the server
$conn = new PDO(DB_DSN,DB_USER,DB_PASSWORD);
// Tell the db that we use utf-8
$conn->query("SET NAMES utf8");

// Create the jqGrid instance
$grid = new jqGridRender($conn);
// Write the SQL Query
$grid->SelectCommand 'SELECT CustomerID, ShipName, OrderID, OrderDate, Freight, ShipAddress, ShipCity FROM orders';
// Set output format to json
$grid->dataType 'json';
// Let the grid create the model
$grid->setColModel();
$grid->setPrimaryKeyId('OrderID');
// Set the url from where we obtain the data
$grid->setUrl('grid.php');
// Set some grid options
$grid->setGridOptions(array(
    
"rowNum"=>10,
    
"rowList"=>array(10,20,30),
    
"sortname"=>"OrderID",
    
"shrinkToFit"=>false,
    
"width"=>600,
    
"rownumbers"=>true,
));
// set frozen property
$grid->setColProperty("CustomerID", array(
    
"frozen"=>true,
    
"width"=>100
    
)
);
$grid->setColProperty("ShipName", array(
    
"width"=>150,
    
"frozen"=>true
    
)
);
// Change some property of the field(s)
$grid->setColProperty("OrderDate", array(
    
"formatter"=>"date",
    
"formatoptions"=>array("srcformat"=>"Y-m-d H:i:s","newformat"=>"m/d/Y"),
    
"search"=>false
    
)
);
// Enable navigator
$grid->navigator true;
// Enable excel export
$grid->setNavOptions('navigator', array("excel"=>false,"add"=>false,"edit"=>false,"del"=>false,"view"=>false));

$grid->toolbarfilter true;

// 
// Call the frozen cols method
$grid->callGridMethod('#grid''setFrozenColumns');
// Enjoy
$grid->setJSCode($reset);
$grid->renderGrid('#grid','#pager',truenullnulltrue,true);
$conn null;
?>