If you open your .csproj
as a text file (or choose "Unload Project" from the context menu in Solution Explorer for the project, followed by "Edit myproject.csproj") you can change it to show the relevant files in Solution Explorer in the style you wish.
Look for:
And edit it to be as this:
CustomerServiceDao.cs
There's no way to do this directly within the Visual Studio editor, but given the extensibility model that VS2k10 provides, it probably won't be long before someone produces something.
Update: The latest version of VSCommands claims to support doing this for you:
Latest version supports grouping items from IDE (so you don't have to hand-hack project file with DependentUpon).