A little something about the title of Don/Doña in front of the names of the sons and daughters of the Infantas and the Royal family:
Don/Doña are actually vestigial abreviations for "domino: & "domina" = lord/lady in Latin.
In Spain, the king, queen, and royal family are often referred to simply as DON Juan carlos, DOñA Sofia, DOñA Elena, etc.
It is equatable to the french royal family's use of MADAME (e.g. all the daughters of the king were called simply "Madame" and their baptismal name: Madame Elizabeth, Madame Louise, etc.)
Now, a little about the treatment the children of the infantas receive "as Grandes d'España":
Grande, in Spain, is an honorary status/rank of a selected few amongst the aristocracy. In France it was understood as the "honneurs du Louvre" (see more on it here: http://www.theroyalforums.com/forums...ette-9172.html
) which were enjoyed by the Princes of the Blood and the Ducs (wether a-brevet or peers)... In Italy it was the honours respecting the "Princes du Soglio" and the Cardinals. In Britain to the prerrogatives enjoyed by the Peers (though to a lesser degree perhaps) and in the Holy Roman Empire, the honours enjoyed by the Kurfursts (electors) and the Fursts (princes). In Russia it would be the Kniazi.
The honors were amongst all of these:
-to have a throne with a canopy in your own palace (which if the King visits you should cede it to him...)
-have a ducal coronet of 8 straw-berry leaves (Spain, France, Britain) or a Princely coronet (Holy Roman Empire, Italy, Russia).
-be a member of, have a vote in the parliament/diet/lit-dejustice of the respective countries
-be treated as "cousin" by the King
-the use in your arms (or worn as in Britain) of a parliamentary/ducal robe.
-the use of a carpet with a prie-dieu covered with a velvet cloth of state, 2 cushions embroidered with your arms, and a chair to hear mass in any church (only counts for the catholics) within Europe so long as no one that outranks you, i.e. a king or royal family member, is in attendance.
ALSO, though, in Spain the Grandees had (or should I say, HAVE) the right to remain covered (with their hat on) in front of the King. Of course, men don't wear hats anymore, so that single most important right has fallen into dis-use... I call it the "most important honour" because that's how it was deemed in Spain. In this aspect it was different for in every other court, even those with similar honours, were NOT allowed this by their respective sovereigns. Also, in Spain the act/ceremony of someone assuming this honours was called "La Ceremonia de Cubrirse" - which was essentially the introduction of the new Grandee to the king and court and society as such in which the king said "cubrios" ("cover thyself") and the new Grande put his hat on thus assuming all the prerrogatives and honours that came with the title.
It is all very interesting (I love all this sort of splendorous pomp) so it's also sad that it all seems to be fading away.
I don't even think King Juan Carlos still holds the "Covering ceremony" anymore - though I certainly have it for sure that down to his grandfather (Alfonso XIII, they were a solemnity to be beheld! :)