Use the following code snippet and follow the illustrated steps on the attached gif file:

 private void Form1_Load(object sender, EventArgs e)
 {
     this.customersTableAdapter.Fill(this.nwindDataSet.Customers);
     this.radGridView1.DataSource = this.customersBindingSource;
     this.radGridView1.BestFitColumns(BestFitColumnMode.AllCells);
     ColumnGroupsViewDefinition view = new ColumnGroupsViewDefinition();
     view.ColumnGroups.Add(new GridViewColumnGroup("Customer Contact"));
     view.ColumnGroups.Add(new GridViewColumnGroup("Details"));
     view.ColumnGroups[1].Groups.Add(new GridViewColumnGroup("Address"));
     view.ColumnGroups[1].Groups.Add(new GridViewColumnGroup("Contact"));
     view.ColumnGroups[0].Rows.Add(new GridViewColumnGroupRow());
     view.ColumnGroups[0].Rows[0].Columns.Add(this.radGridView1.Columns["CompanyName"]);
     view.ColumnGroups[0].Rows[0].Columns.Add(this.radGridView1.Columns["ContactName"]);
     view.ColumnGroups[0].Rows[0].Columns.Add(this.radGridView1.Columns["ContactTitle"]);

     view.ColumnGroups[1].Groups[0].Rows.Add(new GridViewColumnGroupRow());
     view.ColumnGroups[1].Groups[0].Rows[0].Columns.Add(this.radGridView1.Columns["Address"]);
     view.ColumnGroups[1].Groups[0].Rows[0].Columns.Add(this.radGridView1.Columns["City"]);
     view.ColumnGroups[1].Groups[0].Rows[0].Columns.Add(this.radGridView1.Columns["Country"]);

     view.ColumnGroups[1].Groups[1].Rows.Add(new GridViewColumnGroupRow());
     view.ColumnGroups[1].Groups[1].Rows[0].Columns.Add(this.radGridView1.Columns["Phone"]);
     view.ColumnGroups[1].Groups[1].Rows[0].Columns.Add(this.radGridView1.Columns["Fax"]);
     radGridView1.ViewDefinition = view;
 }