Modify your search terms to include the phrase "winforms", also make sure you put quotes around "DataGridView" or google will assume you just mean "GridView", which as you have noticed in the ASP.NET grid control and not the winforms control:
To be brutally honest, the answer you're likely to find repeated over and over is "don't do try to do that". Creating nested DataGridViews is challenging for the hardcore grizzled winforms dev (like the Microsoft MVP's who initially told me how poorly designed the DataGridView is), and exceptionally difficult for anybody lesser (like myself).
Assuming you have a reasonable hourly rate, I can almost guarantee you will save money if you outright purchase a better grid control. I recommend DevExpress XtraGrid or Telerik's RadGrid.
You could also look at doing this in WPF if it's a possibility. Nested grids in WPF would be a snap.
Greetz Marvels -^.^-
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