Here's some snippets of my xaml to make sure I'm doing this correctly:
<UserControl
x:Class="MyProject.Silverlight.EntryDetail"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
mc:Ignorable="d"
xmlns:dg="clr-namespace:System.Windows.Controls;assembly=System.Windows.Controls.Data"
xmlns:cart_data="clr-namespace:ComponentArt.Silverlight.UI.Data;assembly=ComponentArt.Silverlight.UI.Data"
xmlns:cart_input="clr-namespace:ComponentArt.Silverlight.UI.Input;assembly=ComponentArt.Silverlight.UI.Input"
xmlns:cart_common="clr-namespace:ComponentArt.Silverlight.UI;assembly=ComponentArt.Silverlight.UI.Common"
xmlns:basic="clr-namespace:System.Windows.Controls;assembly=System.Windows.Controls"
xmlns:dgprimitives="clr-namespace:System.Windows.Controls.Primitives;assembly=System.Windows.Controls.Data"
>
<UserControl.Resources>
<cart_common:Theme x:Key="CADataGridTheme"
BaseSource="/ComponentArt.Silverlight.UI.Navigation;component/Themes/generic.xaml"
Source="/MyProject.Silverlight;component/MyTheme/DataGridTheme.xaml" />
</UserControl.Resources>
...
<cart_data:DataGrid x:Name="caDataGrid"
x:FieldModifier="private"
Background="White"
AutoGenerateColumns="False"
HeaderVisibility="Collapsed"
ColumnHeaderVisibility="Collapsed"
RowDetailsVisibilityMode="Expandable"
BorderThickness="0,1,0,1"
BorderBrush="#FFE77817"
CornerRadius="0"
AllowEditing="False"
AllowSelection="False"
VerticalScrollBarVisibility="Auto"
VerticalScrollMode="Live"
HorizontalScrollBarVisibility="Hidden"
RunningMode="Callback"
Width="875"
Height="285"
Margin="0"
FooterVisibility="Collapsed"
Theme="{StaticResource CADataGridTheme}" RowLoaded="caDataGrid_RowLoaded"
PageIndexChanged="caDataGrid_PageIndexChanged">