the data of datagrid is from database connection by WCF RIA ,and how can I merge the cells?

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Silverlight4

I just creat a business silverlight Project and add a table about Student from the database by WCF RIA to the datagrid,and now there is a columns about ClassInfo and I want to merge the cells to make the student from the same class together.how can I reach it?
And I try the way to use PagedCollectionView to my behind code .cs,but when I try to write:

PagedCollectionView view=new PagedCollectionView();

and the data is from the database ,and load by the way DomainDateSource ,and I search from the Internet,they often put a name of a List in the bracket,but I don't got a List ,how can I do to group the data?
Here is same code of my xaml,and I am badly in need of help!!!

<riaControls:DomainDataSource Name="studentDataSource" LoadSize="20" QueryName="GetSMBasicInfoes" AutoLoad="True">

<data:DataGrid Name="dataGrid1" ItemsSource="{Binding Data, ElementName=studentDataSource}" AutoGenerateColumns="False">