I'm not sure there is any really good solution for this. The problem here lies not in the grid but in the DotNet BindingManager. It doesn't seem to recognize IList as a viable list of child rows for DataBinding purposes.
The best thing I can think to do would be to use an UltraDataSource in virtual mode as a sort've intermediary between the grid and the "real" data source. The Virtual Mode Samples (included in the NetAdvantage SDK) demonstrates using the grid in virtual mode.
I have the same problem.. I'm not able to bind the child bands since it is IList. Whatz the solution ?
Is it a regular IList or a generic IList<>? The BindingManager in DotNet does not seem to recognize the generic IList<> as a valid list. You can use List<>, instead, though. Or BindingList<> is even better if you need to do more robust data modification like adding new rows.