You apply the expression to the fields itself, and that depends what is what you are using, normally it would be a DynamicList or TypedList. But if you are using LLBLGenProDataSource that means you want it for databinding, so the LLBLGenProDataSource and the Grid know the structure in advance, and that maybe won't work because your final projection will be different when you do the PerformSelect. So in this case I would go for doing a DynamicList and bind it directly to the grid in the code behind.
(Edit)
If you are using a TypedList you could specify the Aggregate function in LLBLGen Designer, then just add the Grouper at your PerformSelect.
