Here I have created sample that full-fill your requirement.
HTML
<div>
    <script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.8.3/jquery.min.js"></script>
    <script type="text/javascript">
        $('a').live("click", function () {
            if ($(this).html() == "+") {
                $(this).closest("tr").after("<tr><td></td><td colspan = '999'>" + $(this).next().html() + "</td></tr>")
                $(this).html("-");
            }
            else {
                $(this).html("+");
                $(this).closest("tr").next().remove();
            }
        });
    </script>
    <asp:GridView ID="gvCustomers" runat="server" AutoGenerateColumns="false" CssClass="Grid"
        DataKeyNames="CustomerID" OnRowDataBound="OnRowDataBound">
        <Columns>
            <asp:TemplateField>
                <ItemTemplate>                 
                    <a id="plusMinus" href="#" style="cursor: pointer; text-decoration: none; font-size: 15px">
                        +</a>
                    <asp:Panel ID="pnlOrders" runat="server" Style="display: none">
                        <asp:GridView ID="gvOrders" runat="server" AutoGenerateColumns="false" CssClass="ChildGrid">
                            <Columns>
                                <asp:BoundField ItemStyle-Width="150px" DataField="OrderId" HeaderText="Order Id" />
                                <asp:BoundField ItemStyle-Width="150px" DataField="OrderDate" HeaderText="Date" />
                            </Columns>
                        </asp:GridView>
                    </asp:Panel>
                </ItemTemplate>
            </asp:TemplateField>
            <asp:BoundField ItemStyle-Width="150px" DataField="ContactName" HeaderText="Contact Name" />
            <asp:BoundField ItemStyle-Width="150px" DataField="City" HeaderText="City" />
        </Columns>
    </asp:GridView>
</div>
Code
protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        gvCustomers.DataSource = GetData("select top 10 * from Customers");
        gvCustomers.DataBind();
    }
}
private static DataTable GetData(string query)
{
    string strConnString = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(strConnString))
    {
        using (SqlCommand cmd = new SqlCommand())
        {
            cmd.CommandText = query;
            using (SqlDataAdapter sda = new SqlDataAdapter())
            {
                cmd.Connection = con;
                sda.SelectCommand = cmd;
                using (DataSet ds = new DataSet())
                {
                    DataTable dt = new DataTable();
                    sda.Fill(dt);
                    return dt;
                }
            }
        }
    }
}
protected void OnRowDataBound(object sender, GridViewRowEventArgs e)
{
    if (e.Row.RowType == DataControlRowType.DataRow)
    {
        string customerId = gvCustomers.DataKeys[e.Row.RowIndex].Value.ToString();
        GridView gvOrders = e.Row.FindControl("gvOrders") as GridView;
        gvOrders.DataSource = GetData(string.Format("select top 3 * from Orders where CustomerId='{0}'", customerId));
        gvOrders.DataBind();
    }
}
Screenshot