guys Some how I make it work. 

AutoGenerateBands = true  --- this is for automatically generating the bands.

below is for enabling the sort. 

<ig:Sorting Enabled="true"   EnableInheritance="true">

                   </ig:Sorting>

            </Behaviors>

below is for controling the column properties. 

 Private Sub whdgSearch_RowIslandCreated(ByVal sender As Object, ByVal e As Infragistics.Web.UI.GridControls.RowIslandEventArgs) Handles whdgSearch.RowIslandCreated

        e.RowIsland.AutoGenerateColumns = False

        Dim column1 As BoundDataField = New BoundDataField()

        column1.DataFieldName = "ContactName"

        column1.Key = "ContactName"

        column1.Header.Text = "System"

        column1.CssClass = "clsTextLeft"

        column1.Header.CssClass = "clsColumnHeader"

        column1.Width = New WebControls.Unit(100, UnitType.Pixel)

        Dim column2 As BoundDataField = New BoundDataField()

        column2.DataFieldName = "ContactTitle"

        column2.Key = "ContactTitle"

        column2.Header.Text = "Title"

        column2.CssClass = "clsTextLeft"

        column2.Header.CssClass = "clsColumnHeader"

        column2.Width = New WebControls.Unit(200, UnitType.Pixel)

        e.RowIsland.Columns.Add(column1)

        e.RowIsland.Columns.Add(column2)

    End Sub

Thanks for the response, 

I can't give the columns in markup because my columns are not fixed. 

if I am giving in codebehind in code behind , I am having problem in sorting. 

how to set the width of column for child bands in client side? can you provide me sample or specify the method to do. 

thanks in advance