public static DataSet CreateDataSet()
{
    // create a DataSet with one table, two columns
    DataSet dataSet = new DataSet();

    // create the 'Customers' table
    DataTable table = new DataTable("Customers");
    dataSet.Tables.Add(table);
    table.Columns.Add("customerId", typeof(int)).AutoIncrement = true;
    table.Columns.Add("name", typeof(string));
    table.PrimaryKey = new DataColumn[] { table.Columns["customerId"] };

    // create the 'Orders' table
    table = new DataTable("Orders");
    dataSet.Tables.Add(table);
    table.Columns.Add("orderId", typeof(int)).AutoIncrement = true;
    table.Columns.Add("customerId", typeof(int));
    table.Columns.Add("amount", typeof(double));
    table.PrimaryKey = new DataColumn[] { table.Columns["orderId"] };

    // create a data relation
    dataSet.Relations.Add("myrelation", 
                                  dataSet.Tables["Customers"].Columns["customerId"], 
                                  dataSet.Tables["Orders"].Columns["customerId"]);

    Random r = new Random();

    // populate the 'Customers' table
    int orderId = 1;
    const int customerCount = 10;
    const int ordersPerCustomer = 5;
    for (int customerId = 1; customerId <= customerCount; customerId++)
    {
        // add a new customer
        dataSet.Tables["Customers"].Rows.Add(new object[] { customerId, string.Format("customer{0}", customerId) });
    }

    // populate the 'Orders' table
    for (int order = 1; order <= customerCount * ordersPerCustomer; order++)
    {
        // add an order
        dataSet.Tables["Orders"].Rows.Add(new object[] { orderId++, 1 + r.Next() % customerCount, (10 + r.Next() % 10) });
    }

    return dataSet;
}

//Initialize the grid:
Header header1 = new Header();
header1.Add(new Column("customerId", "customerId", 60, ContentAlignment.MiddleCenter));
header1.Add(new Column("name", "Customer name"));
header1.StretchMode = ColumnStretchMode.All;
grid.Headers.Add(header1);

Header header2 = new Header();
header2.Add(new Column("orderId", "orderId", 60, ContentAlignment.MiddleCenter));
header2.Add(new Column("amount", "amount"));
header2.StretchMode = ColumnStretchMode.All;
header2.Visible = false;

grid.Headers.Add(header2);

//Add an event handler to handle data relation at adding time
grid.RowAdding += delegate(object sender, GridRowAddingEventArgs e)
{
    //The object is adding on the root level
    if (e.ParentRow == null)
    {
        e.InsertionType = InsertionType.AsDataRelation;
        e.DataObject = "myrelation";    
    }
};

//Bind .Net Grid to the "Customers" table
grid.DataSource = dataSet.Tables["Customers"];