WinForms databinding and foreign key relationships
I think the problem you're having is that when you are binding to a grid, it is not enough to support INotifyPropertyChanged, but you have to fire the ListChanged events in your IBindingList implementation and make sure that you override and return true for the SupportsChangeNotification property. If you don't return true for this, the grid won't look for it to know if the data has changed.
In .NET 2.0+, you can create a generic collection using the BindingList class, this will take care of most of the nastiness (just don't forget to override and return true for the SupportsChangeNotification property).
If the class you use for data binding has a property that is a collection (such as IBindingList or BindingList), then you can bind the foreign key grid to that property directly. When you configure the bindings in the Forms designer, just select the collection property as the data source for the grid. It should "just work". The only sneaky part is making sure that you handle empty or null collections the right way.