And this was the answer I needed: (I am copying and pasting the example.)

Dim ds As New DataSet
Me.CalcClientBO.FillAll()
Me.ClientInfoBO.FillAll()

ds.Tables.Add(CalcClientBO.CurrentDataTable)
ds.Tables.Add(ClientInfoBO.CurrentDataTable)
ds.Relations.Add("ListRelation", ds.Tables(0).Columns("ClientKey"), ds.Tables(1).Columns("ClientKey"), False)

grdList.DataSource = ds.Tables(0)
grdList.LevelTree.Nodes.Add("ListRelation", gvListDtl)
grdList.RefreshDataSource()

Initially I didn't find it , because I was looking for webgrid and infragistics posts, and this was in the Winforms posts and related to devexpress, but the problem was the same.

Thanks

Hugo

Thanks