Here is a sample (both VB and C#) that illustrates how to have a parent table whcih has a related child table, which also has a related grandchild table.
Below are some code snippets. The trick is to always make the main parent table be the DataSource for all the grid, and then set the DataMember to be the relation name where teh relation starts at the parent table. This means the DisplayMember for the Child table is "ParentToChild", the name of that relation. And, the DisplayMember for the grandchild grid is "ParentToChild.ChildToGrandChild" whcih defines the relation starting at the parent grid through the child grid.
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