Drupal Views: Get all of x categorised by y Is this possible?

I have products and each product has a list of associated downloads. I would like to output all downloads (an index of downloads if you like) but split by headings of each product.

Product A
• Download A
• Download B
• Download C

Product B
• Download D
• Download E
• Download F

Can I get this through Drupal Views?

Update:

Just to give anyone seeking the same solution a helping hand...
In views Advanced turn Use Aggregation on.

Add the fields you would like to use.
The aggregation settings automatically pop up after adding a field. For Associated Product, I chose Group By.

Then in the Format (HTML List) settings, choose group by Associated Product.
I haven't learned how this works myself yet, so I can't give you an exact answer, but here's a video tutorial on Using aggregation in Views, which should answer this for you.