The following is the XML configuration that produces the above example:
<FieldControls>
<Field>
<Name>Planet</Name>
<XMLToURL><%SiteURL%>/ParentChild%20Providers/PlanetsProvider.aspx</XMLToURL>
<DisplayValue>
<values>
<value type="xpath">NewDataSet/Table1/ListID</value>
<value type="text">:</value>
<value type="xpath">NewDataSet/Table1/Title</value>
</values>
</DisplayValue>
<ValueMember>:xpath=NewDataSet/Table1/Title</ValueMember>
<Parent/>
<DefaultText>Select a Planet</DefaultText>
<UpdateFieldName saveDisplay="true">Planet</UpdateFieldName>
</Field>
<Field>
<Name>Continent</Name>
<XMLToURL><%SiteURL%>/ParentChild%20Providers/ContinentsProvider.aspx?PlanetName=%ParentValue%</XMLToURL>
<DisplayValue>:xpath=NewDataSet/Table1/Title</DisplayValue>
<ValueMember>:xpath=NewDataSet/Table1/Title</ValueMember>
<Parent>Planet</Parent>
<DefaultText>Select a Continent</DefaultText>
<UpdateFieldName>Continent</UpdateFieldName>
</Field>
<Field>
<Name>Country</Name>
<XMLToURL><%SiteURL%>/ParentChild%20Providers/CountriesProvider.aspx?ContinentName=%ParentValue%</XMLToURL>
<DisplayValue>:xpath=NewDataSet/Table1/Title</DisplayValue>
<ValueMember>:xpath=NewDataSet/Table1/Title</ValueMember>
<Parent>Continent</Parent>
<DefaultText>Select a Country</DefaultText>
<UpdateFieldName>Country</UpdateFieldName>
</Field>
<Field>
<Name>State</Name>
<XMLToURL><%SiteURL%>/ParentChild%20Providers/StatesProvider.aspx?CountryName=%ParentValue%</XMLToURL>
<DisplayValue>:xpath=NewDataSet/Table1/Title</DisplayValue>
<ValueMember>:xpath=NewDataSet/Table1/Title</ValueMember>
<Parent>Country</Parent>
<DefaultText>Select a State</DefaultText>
<UpdateFieldName>State</UpdateFieldName>
</Field>
<Field>
<Name>City</Name>
<AutoSelectFirstValue>True</AutoSelectFirstValue>
<XMLToURL><%SiteURL%>/ParentChild%20Providers/CitiesProvider.aspx?StateName=%ParentValue%</XMLToURL>
<DisplayValue>:xpath=NewDataSet/Table1/Title</DisplayValue>
<ValueMember>:xpath=NewDataSet/Table1/Title</ValueMember>
<DefaultText>Select a City</DefaultText>
<Parent>State</Parent>
</Field>
</FieldControls>