No, you cant group by more than 1 table in a recordset, you need to use two separate recordsets.
the first recordset will return only the province column:
SELECT DISTINCT province FROM tbleName
the second one will return the province and city, you want to have the province repeated for each city since it is being used for the linking, so distinct will work here as well:
SELECT DISTINCT province, city FROM tblName
working with templates in Dreamweaver can be troublesome, there is a workaround I have posted in the following thread:
If your still having problems, post a link where I can seethe page and I will be able to help troubleshoot.