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With Microsoft Office SharePoint Designer 2007, you can link two or more data sources that contain related data and then create a single Data View that displays data from those linked data sources.
In the example in this video, product information is stored in an .xml file named Products.xml. Information about product categories is stored in another .xml file named Categories.xml. The two data sources are related to one another by a field named CategoryID. Watch how you can first link these two data sources and then use that linked data source to create a Data View that displays the products organized by category.
How to do it (text version):