The microsoft grid cannot do that. I use the infragistics grids for mulitple related tables.
For read only you could use the datarepeater and use the child rows under each main row in their own repeater.
For true "grid" function you need something like the infragistics grid. They are in a suite which is costly but well worth it with all the other tools you get too. The grid comes with excel like filters, summaries and mult column sort on header click. The combos and drop downs are multi column too and can display so much.
I should get a commission lol :)