A while ago I found one control which I liked very much and it could help you. Sorry, it's based not on the grid view but on the list view. Nevertheless, it could be good enough for your purpose. Please see this CodeProject article:
Virtual Mode TreeListView[
^].
You will face some problems building this code due to some minor bug. Please see my comment to the article — I explain how to fix them; and the author promised me to improve/fix the code and post a fixed version.
Good luck,
—SA