If each of the records in your dataset have a field that they can be grouped by then this is actually pretty easy. You need to use the grouping feature of the table in SSRS. It's easiest to create a view that contains all the rows (both headers and details) logically and pass it to SSRS as one dataset.
Here is a recent walkthrough from Microsoft. You can change the version number to match your specific version since you didn't specify in the question. Group header fields can be formatted distintly to make them standout etc.
http://technet.microsoft.com/en-us/library/dd255263.aspx
If a field that you can group by isn't contained in the dataset in the report, i.e. it's a foreign relationship or something and you can't put them into a single view then you'll need to look into sub-reports. Based on the information provided however a simple row or column group should work just fine.