I know it's a bit late, but maybe someone will come looking to the same page.
2 points that can cuase this problem:
1. Not setting the property of the HierarGrid.TemplateDataMode to "Table"
2. Trying to bind too soon - Try Page Events-OnDataBinding - my experience with using Page_Load indicates that it's only on DataBinding that the dataset gets passed over.
If any of the original posters here pick this up, please tell me what you are using now instead of HierarGrid - I'm programming in ASP.NET 2.0 a la VB and I couldn't get the Gridview to do what this did!
Thanks, hope this helps someone when google indexes it!
ooh, ooh, google keywords
MASTER CHILD GRIDVIEW DATAGRID HIERARGRID VB.NET HIERARCHICAL
!!!!!!