How to design a datagridview like below

Question

Hi
I want to know how to design a dgv like below
 

|-------------------|----------------------|
| Address               |                                 |               --> column name
|-------------------|----------------------|
|Location               | City                          |              --> Sub column name
|------------------ |----------------------|
|-------------------|----------------------|             --> row1
|-------------------|----------------------|             --> row2
|-------------------|----------------------|             --> row3
 
Thanks