Thanks for the sample provided, we've fixed this problem, fixed
version of FlyGrid will published to the end of this week.
I've one comment to your code:
When you specify the NestedDataMember to specify nested data member
please use DataRelation name, not the table used for nesting.
for example:
[VB.Net]
Me.fg.Columns.NestedDataMember = Me.ds.Relations(0).RelationName