<asp:GridView 
                    AllowPaging=true
                    AllowSorting=true   
                    ID="grdView" 
                    runat="server" 
                    AutoGenerateColumns=false
                    Width="50%" 
                    GridLines="Horizontal" 
                    PageSize =5
                    OnPageIndexChanging="grdView_PageIndexChanging"
                    OnSorting ="grdView_OnSorting"
                    DataKeyNames="CustomerName" HeaderStyle-ForeColor=green HeaderStyle-BackColor=RosyBrown   
                    >
                
                <RowStyle Backcolor="#e1e1ff" />
                <Columns>
                    <asp:TemplateField HeaderText="First Name"  SortExpression="CustomerName" HeaderStyle-ForeColor=Green>
                        <ItemTemplate>
                            <asp:Label ID="lblFirstName" Text='<%# DataBinder.Eval(Container.DataItem, "CustomerName")%>' runat="server" />
                        </ItemTemplate>
                        </asp:TemplateField>
                        <asp:TemplateField HeaderText="City" SortExpression="City" HeaderStyle-Font-Underline=true HeaderStyle-ForeColor=white>
                            <ItemTemplate>
                                <asp:Label ID="lblCity" Text='<%# DataBinder.Eval(Container.DataItem, "City") %>' runat="server"></asp:Label>
                            </ItemTemplate>
                        </asp:TemplateField>
                    </Columns>
                </asp:GridView>




In Code Behind using the following code......



public partial class GridViewPgSort : System.Web.UI.Page 
{
	DataSet ds = new DataSet();
	DataView  dv = new DataView();
    protected void Page_Load(object sender, EventArgs e)
    {
		if (!Page.IsPostBack)
		{
			dv = bindgrid();
			grdView.DataSource = dv;
			grdView.DataBind(); 
		}
    }

	private DataView bindgrid()
	{
		String ConnString = "Data Source=localhost;Initial Catalog=DatabaseName;Integrated Security=True";
		String StrQuery = "select * from TableName";
		SqlDataAdapter sadp = new SqlDataAdapter(StrQuery, ConnString);
		sadp.Fill(ds);
		if (ViewState["sortExpr"] != null)
		{
			dv = new DataView(ds.Tables[0]);
			dv.Sort = (string)ViewState["sortExpr"];
		}
		else
			dv = ds.Tables[0].DefaultView;
		return dv;
	}

//Sorting Event:



	protected void grdView_OnSorting (Object sender, GridViewSortEventArgs e)
	{
		ViewState["sortExpr"]  = e.SortExpression; 
		grdView.DataSource = bindgrid();
		grdView.DataBind();  
	}

<H2>// Paging Event
</H2>

	protected void grdView_PageIndexChanging(Object sender, GridViewPageEventArgs e)
	{
		grdView.PageIndex = e.NewPageIndex;
		grdView.DataSource = bindgrid();
		grdView.DataBind();  
	}

}