The TreeView control currently does not support showing connection lines between Items.
This is done for WPF Compatibility since the WPF TreeView does not support drawing connection lines. We'd like to give you the option of running your Silverlight XAML on the desktop through WPF and adding features on changing the XAML API breaks that ability.
We are looking into options of adding various abilities to TreeView (multi select, connection lines, Drag & drop and others).
Please feel free to vote on adding connection lines for TreeView at the following codeplex issue if you're passionate about adding it to Silverlight Toolkit future versions: http://www.codeplex.com/Silverlight/WorkItem/View.aspx?WorkItemId=851
Personally, I've been playing around with editing the template or creating a "mask" on top of the TreeView templates that draw the lines. But without much success.
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Justin Angel,
http://silverlight.net/blogs/JustinAngel