That is not a dataset format. That is a report format.
Yes, you could do this using an unconventional UNION query, but you shouldn't. This kind of formatting should be handled by your reporting interface. MS Access or Crystal Reports can take a standard dataset from SQL Server and format it the way you desire without any trouble.
QUERY ANALYZER IS NOT A USER INTERFACE OR REPORTING APPLICATION! Don't use it as such.
If it's not practically useful, then it's practically useless.