I'm having a bit of a problem getting this implemented. I'm using an attribute to set the data I'm trying to render in my custom component, but when I specify an inner class as the data type, I get an error telling me:

Save error: Apex class 'datagridcontroller.datagrid' does not exist.

The documentation on the type attribute of <apex:attribute> says:

The Apex data type of the attribute. If using the assignTo attribute to assign the value of this attribute to a controller class variable, the value for type must match the data type of the class variable. Only the following data types are allowed as values for the type attribute: primitives, such as String, Integer, or Boolean; sObjects, such as Account, My_Custom_Object__c, or the generic sObject type; one-dimensional lists specified using array-notation, such as String[], or Contact[]; and custom Apex types (classes).

The component code:

<apex:component controller="DataGridController">
	<apex:attribute name="data" description="dataGrid to display" type="DataGridController.DataGrid" required="true" assignTo="{!Data}" />
	<table id="dataGrid" class="list" border="0" cellSpacing="0"
		cellPadding="0">
		<tbody>
			<tr class="headerRow">
				<apex:repeat value="{!Data.ColumnNames}" var="col">
					<th>{!col}</th>
				</apex:repeat>
			</tr>
			<apex:repeat value="{!Data.Rows}" var="row">
				<tr class="dataRow">
					<apex:repeat value="{!row.Cells}" var="cell">
						<td>{!cell.Name}</td>
					</apex:repeat>
				</tr>
			</apex:repeat>
		</tbody>
	</table>
</apex:component>

And the controller code:

public with sharing class DataGridController 
{
	public DataGrid Data {get; set;}
	
	public class DataGrid
    {
    	private List<DataRow> rows;
    	private List<String> columnNames; 
    	
    	public DataGrid()
    	{
    		rows = new List<DataRow>();
    		columnNames = new List<String>();
    	}
    	
    	public DataRow[] getRows()
    	{
    		return rows;
    	}
    	
    	public String[] getColumnNames()
    	{
    		return columnNames;
    	}
    }
    
    public class DataRow
    {
    	private List<DataCell> cells;
    	
    	public DataRow()
    	{
    		cells = new List<DataCell>();	
    	}
    	
    	public DataCell[] getCells()
    	{
    		return cells;
    	}
    }
    
    public class DataCell
    {
    	public DataCell(string name)
    	{
    		this.Name = name;
    	}
    	
    	public String Name { get; set; }
    }
}