I solved it using a SubReport and loading the SubReport datasource.
The following code loads customer's data and customer's phone numbers:
LoadReport("crCustomer.rpt", lstCustomers.DataSource, dgvPhones.DataSource)
Private Sub LoadReport(ByVal ReportName As String, ByVal ReportData As IEnumerable, ByVal ReportData2 As IEnumerable)
'Load desired report
Dim report As New ReportDocument
report.Load(ReportName)
'Load the data into the report
report.SetDataSource(ReportData)
report.OpenSubreport("crPhones").SetDataSource(ReportData2)
'Set the report into the viewer
crvReportViewer.ReportSource = report
End Sub