Hello,
there is no need for binding DropDownList in such situations,if you bind it,your
SelectedIndex will reset ....
just for the first PageLoad you should bind your DropDownList somewhere like
ItemDataBound event(after binding your DataGrid),
if you want to change the contents of your DropDownList you should again bind it(by knowing that SelectedIndex will reset again)
meanwhile,when you bind your grid your DropDownList will be bound(because it is the child of your datagrid)
also have a look at this :
http://p2p.wrox.com/topic.asp?TOPIC_ID=5756
it might help you more...
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Mehdi.:)