That is, without binding to a dataset -- just by adding code.
Is it possible? If so is there a KB or example out there?
This is not possible; the grid has to be bound to a DataSource, so you would have to add the child rows to the underlying source. Depending on how you're binding, you could use an UltraDataSource, add a DataTable and relation to the DataSet, or you could implement a custom object that would maintain the child rows.
-Matt