No need of additional packages:
\documentclass{article}
\begin{document}
\begin{tabular}{*{5}{|c}|}
\cline{2-4}
\multicolumn{1}{c}{} & \multicolumn{3}{|c|}{Main 1} \\
\hline
Title 1 & Title 2 & Title 3 & Title 4 & Title 5 \\
\hline
& & & & \\
\hline
& & & & \\
\hline
& & & & \\
\hline
\end{tabular}
\end{document}

The first row could have been written also in the following way (so as to have the complete number of declared columns):
\multicolumn{1}{c}{} & \multicolumn{3}{|c|}{Main 1} & \multicolumn{1}{c}{} \\
If you want to improve the quality of your table, then the booktabs package could be of interest (vertical rules won't now be allowed):
\documentclass{article}
\usepackage{booktabs}
\begin{document}
\begin{tabular}{@{}c*{3}{c}c@{}}
\toprule
& \multicolumn{3}{c}{Main 1} & \\
\cmidrule(lr){2-4}
Title 1 & Title 2 & Title 3 & Title 4 & Title 5 \\
\cmidrule(r){1-1}\cmidrule(lr){2-2}\cmidrule(lr){3-3}\cmidrule(lr){4-4}\cmidrule(l){5-5}
& & & & \\
\midrule
& & & & \\
\midrule
& & & & \\
\bottomrule
\end{tabular}
\end{document}

Depending on the table contents, even some or all of the \midrules could be suppressed.