HTML: Just the template column of datagrid:
<asp:TemplateColumn HeaderText="Network Access Group"> 
<ItemTemplate>
<asp:DropDownList id="ddlNetworkAccessGroup" DataSource="<%#BindState()%>" DataTextField="sDescription" DataValueField="imsNetworkAccessGroupId " runat="server" Font-Name="Tahoma" Font-Size ="x-small" />
</ItemTemplate>
</ asp:TemplateColumn>

Code Behind:
Private Sub Page_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        Dim bPopulateGrid As Boolean
        Try

        If Not Page.IsPostBack Then
            If Request.Cookies.Count = 1 Then
                Response.Redirect("login.aspx")
            ElseIf Request.Cookies.Count >= 2 Then
                BindState()
            End If
        End If

       Catch ex As Exception
            lblResult.Text = ex.Message
        End Try
End Sub

Public Function BindState()
      Dim myConnection As SqlConnection = New SqlConnection(ConfigurationSettings.AppSettings("connString"))

      Dim myCommand As SqlCommand = New SqlCommand("uspGetNetworkAccessGroup", myConnection)

      myCommand.CommandType = CommandType.StoredProcedure
      myConnection.Open()
      Return myCommand.ExecuteReader(CommandBehavior.CloseConnection)
End Function