Hi,

 The below code sets the Web hierarchical Data Source with Web Hierarchical Data Grid. The Complete flow is given.

The code is wrieen in VB .NET.

 Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
       
        Dim webgriddataset As New System.Data.DataSet
        Dim sqlconn As SqlClient.SqlConnection
       
        sqlconn = New SqlClient.SqlConnection(ConfigurationManager.ConnectionStrings("AConnectionString").ToString())
        sqlconn.Open()
        Dim spName = "sp_Name"
        Dim sqlDA As SqlClient.SqlDataAdapter = New SqlClient.SqlDataAdapter(spName, sqlconn)
        sqlDA.Fill(webgriddataset, "T1")

        Dim WebHierarchicalDataSource1 As Infragistics.Web.UI.DataSourceControls.WebHierarchicalDataSource
        Dim datarel(5) As Infragistics.Web.UI.DataSourceControls.DataRelation
        WebHierarchicalDataSource1 = New Infragistics.Web.UI.DataSourceControls.WebHierarchicalDataSource

        datarel(0) = New Infragistics.Web.UI.DataSourceControls.DataRelation
        datarel(0).ParentDataViewID = "SqlDataSource1_view1"
        datarel(0).ChildDataViewID = "SqlDataSource2_view1"
        datarel(0).ParentColumns = datarel(0).ChildColumns

        Dim dataview1(5) As Infragistics.Web.UI.DataSourceControls.DataView
        dataview1(0) = New Infragistics.Web.UI.DataSourceControls.DataView
        dataview1(1) = New Infragistics.Web.UI.DataSourceControls.DataView
        dataview1(0).DataMember = "DefaultView"
        dataview1(1).DataMember = "DefaultView"
        dataview1(0).ID = "SqlDataSource1_view1"
        dataview1(1).ID = "SqlDataSource2_view1"

        dataview1(0).DataSource = webgriddataset.Tables(0)
        dataview1(1).DataSource = webgriddataset.Tables(1)
       

        Dim bf(5) As BoundDataField
       
        Dim i As Integer
        For i = 0 To 1
            bf(i) = New BoundDataField
            bf(i).DataFieldName = webgriddataset.Tables(0).Columns(i).Caption
            bf(i).Key = "Key" & i
            bf(i).Header.Text = webgriddataset.Tables(0).Columns(i).Caption.ToLower()

            WebHierarchicalDataGrid1.Columns.Add(bf(i))

        Next
        Dim band As Band
        band = New Band
        band.DataMember = "SqlDataSource2_view1"
        band.AutoGenerateColumns = False

        For i = 0 To 2
            bf(i) = New BoundDataField
            bf(i).DataFieldName = webgriddataset.Tables(1).Columns(i).Caption
            bf(i).Key = "Key" & (i + 2)
            bf(i).Header.Text = webgriddataset.Tables(1).Columns(i).Caption.ToLower()
            bf(i).Width = New WebControls.Unit(200, UnitType.Pixel)
            band.Columns.Add(bf(i))

        Next
        WebHierarchicalDataGrid1.Bands.Add(band)

        WebHierarchicalDataGrid1.Columns(0).Width = 100
        WebHierarchicalDataGrid1.Columns(1).Width = 500
        WebHierarchicalDataGrid1.Columns(2).Width = 200

      
        WebHierarchicalDataSource1.DataRelations.Add(datarel(0))
        WebHierarchicalDataSource1.DataViews.Add(dataview1(0))
        WebHierarchicalDataSource1.DataViews.Add(dataview1(1))

        WebHierarchicalDataGrid1.DataSource = WebHierarchicalDataSource1
        WebHierarchicalDataGrid1.DataBind()
       

    End Sub

End Class

 The output is: