Recently i encountered the following issue:

I tried to make a linked Datasource using JOIN and not MERGE. I did this as
described in the office blog:
office.microsoft.com/.../HA100991441033.aspx
Everything goes well.. i get a view that shows me several sub-items under
every item where the ID's are matched. So far so good. It goes wrong when i
try to apply Sorting Grouping or Filtering in SPD. This just isn't working.
I tried this scenario in 3 environments. One of this environments was MOSS
with SP1 but the problem still occured. I JOINED two lists, no xml or
database.
I cannot find any helpfull blogs either... it looks like im the only one
encountering this problem.

Eventually i would like to show one list with documents, per document i want
to show connected workflow tasks. Basicly i want to join a doc lib with a
task list using a substringed @workflowlink and FileName as Unique ID. to
join both sources. The grouping and filtering is essential to make this a
good solution.

Any help would be more then welcome. Thanks in advance!