I found this post on their forums, see http://www.componentart.com/forums/ShowPost.aspx?PostID=35018

I guess this means they don't support the ASP.NET 2.0 mechanism, however, you should be able to bind directly to our collections just fine, try not using the esDataSource and just bind directly to an EntitySpaces Collection. I'm kind of suprised a vendor selling a grid doesn't support 2.0? You might try searching their forums, perhaps there is more information on this?

We'll take a look at adding IListSource to our esDataSource on this release and see if we can make it work (see above).

[modified] 

I'm pretty sure we can make this work actually. We add the IListSource and it should work. 

Here's the response I got from ComponentArt when I asked them about this very problem a few weeks ago:

We are looking into expanding the range of objects/types that the Grid can bind to, but for now you will need to make sure that your DataSourceControl implements IListSource.

I apologize for the inconvenience.

[Edit] Sorry - I didn't realise they'd (finally) replied to my original thread (the link Mike provided).