Yes, it is possible, in this case you should add children to the master row (node):
[c#]
NestedGridNode masterNode = new NestedGridNode(new object[] { null, null, 5, \"Some Data\" });
//add nested nodes
for(int i = 0; i < 5; i++)
{
NodeBase child = new Node(new object[] { null, null, \"Some Child Data\", i });
masterNode.Add(child);
}
But don't forget to add nested columns to your grid to correctly display nested nodes.