aashish,
You need to add a template column to your datagrid.
You can do it in the property builder (if you're using vs 2003 or whatever) or in the html.
Here's what it would look like:
Code:
<asp:TemplateColumn HeaderText="Address 2">
<ItemTemplate>
<asp:dropdownlist runat=server id=state>
<asp:listitem>AK</listitem>
<asp:listitem>TX</listitem>
</dropdownlist>
</ItemTemplate>
</asp:TemplateColumn>
If you want to populate the dropdown dynamically, you will need to specifiy the datasource of the dropdownlist.
Code:
<asp:dropdownlist
runat=server
id=state
DataTextField="stateName"
DataValueField="stateAppr"
DataSource='<%#buildStateList()%>'>
</dropdownlist>
Good luck