What version of SQL Server are you using? If you're using 2012, you could use something like this as the source for your dataset:

SELECT

custID

,OrderID

,OrderDate

,LAG(OrderDate) OVER (PARTITION BY custID ORDER BY OrderDate) AS PrevDate

,DATEDIFF(d,LAG(OrderDate) OVER (PARTITION BY custID ORDER BY OrderDate),OrderDate) As DaysSincePrevious

FROM Sales.Orders

ORDER BY custID, OrderDate;

(I'm cheating and using the TSQL2012 database from MS SQL 2012 High-Performance T-SQL Using Window Functions by Itzik Ben-Gan.

Definitely worth a read if you do this kind of thing a lot.