You will have to play around with it to get it the way you like, to form a grid you will just draw lines at the bottom of the detail band. The line replicates for each detail and forms a grid that way. Experiment with verticle lines and boxes that go through several bands (page header, detail, and page footer) as examples.
Right click on the report => choose 'INSERT' => 'LINE' or 'BOX'
hope that helps.