of course you can do it and there are many variants for it.
If think in your example dataProvider for second DataGrid is binded this selected item in first DataGrid.
So you can set on creationCompleteEvent handler firstDataGrid.selectedIndex = 0. I think this way is the simplest.
thank you very much for your fast anwser.
Where should I set the creationComplete="FirstDataGrid.selectedIndex = 0" in the application tag?
Yes, in Application tag.
Instead of FirstDataGrid you should set id of your DataGrid.
I meant the ID of my DataGrid by FirstDataGrid;) Thank you very much!!!