there is a way to do this.
the way we solved the problem where I work is we created a
generic DataGrid class and a column template class.
In the ColumnTemplate class in the InstantiateIn method we
set the event handler for the "parent" DropDownList.
Then define the event handler, you can populate a "child"
DropDownList based on what is selected in the "parent".
I have an example if you need one.
Email me at (e-mail address removed) if you need
more help.
Angela
