As long as there is a relationship in the DataSet you are binding to, it does not matter at what level you establish it.
Can you paste the code you use to generate the DataSet and relationship, and how you bind the grid to it, so I can try to identify the problem?
Meanwhile, you can look at the following topics in our help documentation, and see if it helps you solve your issue :
Imported from legacy forums. Posted by André (had 2580 views)