There are few possible options to solve this task. Maybe the easiest could be if you are using DataSet and two DataTables (one for your Orders and second one for your Order`s Items). After that you could create a DataRelation between both tables and apply this DataSet to DataSource property of your grid.
Another possible solution could be if you are using GroupByColumn functionality of our grid. Using this approach you could group by your Orders column
Let me know if you have any questions.