When you click a row in master, all detail grids are updated (refreshed).

Now when we integrate it with fancy box, we make all detail grid's div hidden by default, and on clicking certain link in master, we display.particular div of detail grid. So to integrate same in multi detail grid, make all multi detail grid's div hidden by default, and on clicking some link in master column, you can unhide specific div.

You can refer master multi detail sample, demos/master-detail/master-multi-detail.php.
And for fancy box integration, demos/master-detail/master-detail-fancy.php

Thanks for you answer, i saw the example, but i want the details grids popup like master fancy detail.

So if i define two detail grid like:

$col = array();
$col["title"] = "Alerts";
$col["name"] = "detail";
$col["default"] = "<a class='fancybox' style='text-decoration : underline;' onclick='jQuery("#list1").setSelection({id});' href='#box_detail_grid'>View<br>Details</a>";
$col["width"] = "10";
$col["editable"] = true;
$col["search"] = false;
$col["export"] = false;
$col["align"] = "center";
$cols[] = $col;

$col = array();
$col["title"] = "Transactions";
$col["name"] = "transac";
$col["default"] = "<a class='fancybox' style='text-decoration : underline;' onclick='jQuery("#list1").setSelection({id});' href='#box_detail_grid'>Transactions</a>";
$col["width"] = "10";
$col["editable"] = true;
$col["search"] = false;
$col["align"] = "center";
$cols[] = $col;

They will call the same detail grid (the first defined).
So, how to specify the detail grid to show?

Solved. Thanks!