Well, if the DataGrid is bound to a dataset containing multiple tables and
relations, it will allow you to navigate the relations, that is, view child
rows of a parent row. But the interface is not like you wish, and I must say
it's not an interesting interface for an application. I use it only for
debuging or testing, since it allows me to view the whole dataset.

To do what you want, that is, expand a row to display another grid, you'll
have to buy a commercial grid that offers more features.