I have a page containg a few checkbox, radiobuttonlist, DropDownLIst and textbox as my filter criterias for search. After clicking a button i get the shortlisted records ina datagrid. in datagrid i have a link button which takes to me to another page containing the details. I have a Back button on that detail page. When i click on that i goes back to the main page containing the filters criteria.

Now the problem is that i got all the controls back having no values whereas what i want that each control should retain the values i last selected.

You could stay on the same page. Just have the details appear below the short list. The values for the search criteria should stay the same as long as the functions stay in the 'If not IsPostBack' section of your page load.