Simon,
It sounds like you are trying to display, for instance, Orders for a Customer. In that case, if you have a 1 - M association between Customer and Order, you would place a Dataview on a page and point that dataview to the Customer entity and then place a datagrid inside of that dataview. This way, the datagrid will be in the right context to have access to all entities related to a Customer.
Hope that helps,
Mike
It's difficult to say without seeing your domain model, but my guess is that you've created the associations in the wrong direction - so that the wrong entity owns them. Try deleting and recreating the associations in the other direction.