No problem, below i will be pasting three things, the first section will contain my objects that I am binding to the grid.  There are two tiers, the top tier is the parent band and the second tier is the child band.  The second thing i will post is my "LoadScheduleGrid" function which binds the object to the grid and the final section will be the actual grid in my .aspx page.

----------------SECTION 1

#region Daily - Internal

    #region TopTier

    public class ceDailyInternal_Bin

    {

        public string WorkGroup { get; set; }

        //public string AssignmentName { get; set; }

        public string ObjectType { get; set; }

        public string Key { get; set; }

        public string Tooltip { get; set; }

        public string RosterDate { get; set; }

        public string Data { get; set; }

        public string OrgID { get; set; }

        public string AttendanceData { get; set; }

        public ceDailyInternal_Records Records { get; set; }

        //public ceDailyInternal_Bin(DateTime cRosterDate, string cAssignmentName,string cWorkGroup,string cTooltip,string cData, string cOrgID)

        public ceDailyInternal_Bin(DateTime cRosterDate, string cWorkGroup, string cTooltip, string cData, string cOrgID)

        {

            this.RosterDate = cRosterDate.Date.ToShortDateString();

            //this.AssignmentName = cAssignmentName;

            this.WorkGroup = cWorkGroup;

            this.OrgID = cOrgID;

            //this.Key = string.Format("{0}{1}{2}{3}", this.RosterDate, this.AssignmentName,this.WorkGroup,cOrgID);

            this.Key = string.Format("{0}{1}",this.WorkGroup, cOrgID);

            this.Tooltip = cTooltip;

            this.ObjectType = "B";

            this.Data = cData;

            this.AttendanceData = "";

            this.Records = new ceDailyInternal_Records();

        }

    }

    public class ceDailyInternal_Bins : List<ceDailyInternal_Bin>

    {

        private EmployeeSvcRef.DailyRosterDCList _rawList;

        public ceDailyInternal_Bins(EmployeeSvcRef.DailyRosterDCList cRawList)

        {

            _rawList = cRawList;

        }

        public ceDailyInternal_Bins SortByWorkgroup()

        {

            //this.Sort((x, y) => x.OrgID.CompareTo(y.OrgID));

            ceDailyInternal_Bins _bins = new ceDailyInternal_Bins(this.RetrieveRawList());

            //_bins.AddRange(this.OrderBy(x => x.OrgID).ThenBy(y => y.AssignmentName).ToList<ceDailyInternal_Bin>());

            _bins.AddRange(this.OrderBy(x => x.WorkGroup).ToList<ceDailyInternal_Bin>());

            return _bins;

        }

        public EmployeeSvcRef.DailyRosterDCList RetrieveRawList()

        {

            return _rawList;

        }

    }

    #endregion

    #region SecondTier

    public class ceDailyInternal_Record

    {

        public string AssignmentName { get; set; }

        public string Position { get; set; }

        public string District { get; set; }

        public string ShiftTime { get; set; }

        public string EmployeeName { get; set; }

        public string EmployeeNumber { get; set; }

        public string JobType { get; set; }

        public string ObjectType { get; set; }

        public int RecordID { get; set; }

        public string Tooltip { get; set; }

        public string Data { get; set; }

        public string AttendanceData { get; set; }

        public string Color { get; set; }

        public ceDailyInternal_Record(string cDistrict, DateTime cStartTime, DateTime cEndTime, int cRecordID, string cPosition,

            string cEmployeeName, string cEmployeeNumber, string cTooltip, string cJobType, string cData, string cAssignmentName, string cAttendanceData, string cColor)

        {

            this.AssignmentName = cAssignmentName;

            this.ShiftTime = string.Format("{0} - {1}", cStartTime.ToString("HHmm"), cEndTime.ToString("HHmm"));

            this.RecordID = cRecordID;

            this.Position = cPosition;

            this.EmployeeName = cEmployeeName;

            this.EmployeeNumber = cEmployeeNumber;

            this.Tooltip = cTooltip;

            this.JobType = cJobType;

            this.District = cDistrict;

            this.ObjectType = "R";

            this.Data = cData;

            this.AttendanceData = cAttendanceData;

            this.Color = cColor;

        }

    }

    public class ceDailyInternal_Records : List<ceDailyInternal_Record>

    {

        public ceDailyInternal_Records SortByAssignmentThenPositionThenShift()

        {

            ceDailyInternal_Records _recs = new ceDailyInternal_Records();

            //_recs.AddRange(this.OrderBy(x => x.ShiftTime).ThenBy(y => y.Position).ToList<ceDailyInternal_Record>());

            _recs.AddRange(this.OrderBy(x => x.AssignmentName).ThenBy(y => y.Position).ThenBy(z => z.ShiftTime).ToList<ceDailyInternal_Record>());

            return _recs;

        }

    }

    #endregion

    #endregion

 -----------------------------SECTION 2

private void LoadScheduleGrid()

        {

            ClientSessionDC _csdc = (ClientSessionDC)Session["ClientDC"];

            this.whdgSchedule.GridView.ClearDataSource();

            if (this.rbSchedule_DailyInternal.Checked)

            {

                this.btnSchedule_ToggleRows.Visible = true;

                this.btnSchedule_ExportExcel.Visible = true;

                this.btnSchedule_QuickPrint.Visible = false;

                LoadwdmSchedule_Context(true);

                SetSelectedFromDateToDateInSession(this.wdpSchedule_DailyDate.Date.Date, this.wdpSchedule_DailyDate.Date.Date);

                SetTargetOrgID();

                ceDailyInternal_Bins _bins = ceScheduleUtility.CreateDailyInternal(_csdc, null, null, GetFromDateInSession(),

                    GetToDateInSession(), GetTargetOrgID(), null, null,ASAP.Entity.PositionStatus.Scheduled);

                this.whdgSchedule.DataSource = _bins;

                SetInternalRawRosterList(_bins.RetrieveRawList());

            }

            ///…unrelated code…//

            //this.whdgSchedule.DataBind();

        }

--------------------SECTION 3

<table width="100%" border="0" cellspacing="0" cellpadding="0">

   <tr>

      <td align="left">

         <ig:WebHierarchicalDataGrid ID="whdgSchedule" runat="server" Height="500px" Width="1400px" InitialDataBindDepth="-1" EnableDataViewState="True" AutoGenerateBands="true" AutoGenerateColumns="true" OnInitializeRow="whdgSchedule_InitializeRow" OnInitializeBand="whdgSchedule_InitializeBand" OnRowIslandDataBinding="whdgSchedule_RowIslandDataBinding">

            <ClientEvents MouseDown="whdgSchedule_ContainerGrid_MouseDown" />

                <Behaviors>

                  <ig:Selection RowSelectType="Single" CellClickAction="Row" Enabled="true" />

                  <ig:Activation Enabled="true"></ig:Activation>

                  <ig:EditingCore Enabled="true" EnableInheritance="true">

                     <Behaviors>

                        <ig:CellEditing Enabled="false" EnableInheritance="true">

                        </ig:CellEditing>

                     </Behaviors>

                  </ig:EditingCore>

                </Behaviors>

           </ig:WebHierarchicalDataGrid>

          <ig:WebDataMenu ID="wdmSchedule_Context" runat="server" IsContextMenu="true" StyleSetName="Office2007Blue" BorderWidth="1">

               <Items>

                  <ig:DataMenuItem Text="Detail Manpower" Key="detail" />

                  <ig:DataMenuItem Text="Take Attendance" Key="attendance" />

               </Items>

               <ClientEvents ItemClick="wdmSchedule_Context_ItemClick" />

          </ig:WebDataMenu>

          <ig:WebExcelExporter ID="weeSchedule" runat="server">

          </ig:WebExcelExporter>

       </td>

    </tr>

</table>

Thank you, that was it.  I called "DataBind()" method after the LoadScheduleGrid() method and before the export function and it all worked well.  Quick question, the export to excel seems to have all the parent rows collapsed by default, how would I make it so all rows were expanded in the exported excel version?

Worked perfectly, thank you for all you're help!!