Jandro, we formatted your post so the code is better readable now. Use such BB codes as [code] to format your posts in the future, please. This will help all to read your posts much easier.
As for the question itself, to tell you the truth, now we do not understand the question and/or your logic. It seems, there should be two columns, one with the main combo list, and the other with a 'nested' list of values which depends on the value selected in the first column in each row. Right? What we see is just 5 columns with different combo lists in each one.
Can you send us some screenshots of how it works for iGrid ActiveX? We would be glad to write even a whole sample, and place it in our Extra Sample Library for the whole community, but we need to understand the logic of your app correctly.