It depends. If you are setting the Edit column visible based upon a value that is databound to your Grid then I would suggest using the RowDataBound event.
If, however, it is based upon a session value for instance you could simply write something like this in your page load:
if(!Page.IsPostBack)
{
if(somevalue == "x"){gv.Columns[0].Visible = true;}
else{gv.Columns[0].Visible = true;}
}
You would change Columns[0] to the actual column your Edit Field is in. hth.
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