< asp:Panel ID="Panel1" runat="server" class="freez" style="height:300px; width:700px;" >

 < asp:GridView ID="GridView1" runat="server" AllowPaging="False" AllowSorting="True"
                AutoGenerateColumns="False" DataKeyNames="id" DataSourceID="SqlDataSource1" Width="700px" BorderWidth="0" >
                < Columns >
      < asp:BoundField DataField="id" HeaderText="ID" SortExpression="id" / >
          < / Columns >

  </asp:Panel>  

Next create freez Css Class

Next, I created the container css style class as Mitch suggests ...

/* So the overflow scrolls */
.freez {overflow:auto;}

/* Keep the header cells positioned as we scroll */
.freez table th {position:relative;}

/* For alignment of the scroll bar */
.freez table tbody {overflow-x:hidden;} 

But,Problem is that it work fine in IE but not in FireFox.