There are two datasources available when I create a PivotGrid.  The first is the normal datasource but the second is the OLAP datasource.  Is the OLAP required?  Doesn't DevExpress create one automatically when I create the PivotGrid? 

Hi Jason,

The OLAP is used for connecting to OLAP sources only. Something like SQL Analysis Services. Check out this article: Binding to an OLAP Server

Also, this video may help you: ASPxPivotGrid 101: How To Get Started With A Pivot Grid For ASP.NET

Btw, for product specific questions, please post in the product specific forum so that others who know the product can better help you.