<asp:DataGrid id="dgParent" runat="server" AutoGenerateColumns="False" OnItemDataBound="DataBound">
 <Columns>
  <asp:BoundColumn DataField="ID" HeaderText="ID"></asp:BoundColumn>
  <asp:TemplateColumn HeaderText="Detail">
   <ItemTemplate>
    <asp:DataGrid id="dgChild" runat="server" AutoGenerateColumns="False">
     <Columns>
     <asp:BoundColumn DataField="ID" HeaderText="ID"></asp:BoundColumn>
     <asp:BoundColumn DataField="Desc" HeaderText="Desc"></asp:BoundColumn>
     </Columns>
     </asp:DataGrid>
    </ItemTemplate>
   </asp:TemplateColumn>
 </Columns>
</asp:DataGrid>

Private Shared ds As DataSet
 
  Private Sub Page_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
    If Not Page.IsPostBack Then
     BindData()
    End If
 End Sub
 
 Private Sub BindData()
 'build your dataset here (from database or manually or whatever)
  Dim tbl As New DataTable("Parent")
  tbl.Columns.Add("ID", GetType(Integer))
  tbl.Columns.Add("Desc", GetType(String))
 
  Dim tblChild As New DataTable("Child")
  With tblChild.Columns
   .Add("ID", GetType(Integer))
   .Add("Desc", GetType(String))
  End With
 
  Dim row, chRow As DataRow
  Dim i, j As Short
 
  For i = 1 To 10
   row = tbl.NewRow()
   row("ID") = i
   row("Desc") = "Parent row " & i
   For j = 1 To 2
    chRow = tblChild.NewRow()
    chRow("ID") = i
    chRow("Desc") = "Child row " & j
    tblChild.Rows.Add(chRow)
   Next
   tbl.Rows.Add(row)
  Next
 
  ds = New DataSet("ParentChild")
  ds.Tables.Add(tbl)
  ds.Tables.Add(tblChild)
 
  'don't have to do this, but might be helpful
  ds.Relations.Add("relationID", ds.Tables(0).Columns("ID"), ds.Tables(1).Columns("ID"))
 
  dgParent.DataSource = ds.Tables(0)
  dgParent.DataBind()
 End Sub
 
 Public Sub DataBound(ByVal sender As Object, ByVal e As DataGridItemEventArgs) Handles dgParent.ItemDataBound
  If e.Item.ItemType = ListItemType.Item Or e.Item.ItemType = ListItemType.AlternatingItem Then
   Dim id As Integer = DataBinder.Eval(e.Item.DataItem, "ID")
   Dim childView As New DataView(ds.Tables(1))
   childView.RowFilter = "ID = " & id
 
   Dim dgChild As DataGrid = e.Item.FindControl("dgChild")
   dgChild.DataSource = childView
   dgChild.DataBind()
  End If
 End Sub