Pls supply your e-mail address and i'll send you an extract from the ASP.NET bible that explains exactly how to do this. If not want to give e-mail, then do research on the template issue, this explains it in detail.
Here's the end part that shows the code:
Finally, create the ItemTemplate in the Template column as follows:
<asp:TemplateColumn HeaderText="Product Category">
<asp:Image ID=Image1 runat="Server" ImageUrl="category.tif" />