Process 1 : 
 protected void gvUser_Sorting(object sender, GridViewSortEventArgs e)
        {

            string search = txtSearch.Text.Trim();
            string SortExp = e.SortExpression;
           
           
            List<Common.TblUser> oList = UserBLL.GetUserList();
            if (txtSearch.Text != "")
            {
                string text = txtSearch.Text.ToUpper();
                oList = oList.FindAll(m => m.FullName.ToUpper().Contains(text) || m.RoleName.ToUpper().Contains(text) || m.UserName.ToUpper().Contains(text) || m.ExternalID.ToUpper().Contains(text)).ToList();
            }

            System.Reflection.PropertyInfo property = oList.GetType().GetGenericArguments()[0].GetProperty(SortExp);
            if (e.SortDirection == SortDirection.Ascending)
            {
                oList = oList.OrderBy(g => property.GetValue(g, null)).ToList<Common.TblUser>();
            }
            else
            {
              oList =  oList.OrderByDescending(g => property.GetValue(g, null)).ToList<Common.TblUser>();
            }

            this.gvUser.DataSource = oList;
            this.gvUser.DataBind();

        }

Process 2
Using Object Datasource


  <asp:GridView ID="GVUserList" runat="server" AutoGenerateColumns="False"
                        DataSourceID="odsGrid" AllowPaging="True" AllowSorting="True"
 DataKeyNames="CBTID" >
                        <Columns>
                            <asp:BoundField DataField="BTName" HeaderText="BTName" SortExpression="BTName" />
                        </Columns>
                        <EmptyDataTemplate>
                            <table style="width:100%;">
                                <tr>
                                    <th>No Record Added</th>
                                </tr>
                            </table>
                        </EmptyDataTemplate>
                    </asp:GridView>

<asp:ObjectDataSource ID="odsGrid" runat="server" OldValuesParameterFormatString="original_{0}"
                        SelectMethod="SelectAllForGrid" TypeName="WellFood.Business.Managers.BrandTypeManager"
                        SortParameterName="Sortby">
                        <SelectParameters>
                            <asp:Parameter Name="SearchExpression" Type="String" />
                        </SelectParameters>
                    </asp:ObjectDataSource>




[DataObjectMethod(DataObjectMethodType.Select)]
        public List<BrandType> SelectAllForGrid(string SearchExpression, string Sortby)
        {
            if (string.IsNullOrEmpty(Sortby))
                Sortby = "PrdID";

            Query = @"SELECT ROW_NUMBER() OVER(ORDER BY   " + Sortby + @" ) as RowNum,
                    CBTID ,BTID ,BTName ,PrdID ,
                    PrdName ,GroupID ,GroupName ,FloorID ,VATPrcnt ,DiscPrcnt
                    FROM [BrandType]
                    order by RowNum";
            oR = sQLDal.Select(Query);
            List<BrandType> oList = new List<BrandType>();
            if (oR.ResultState && oR.Data.Rows.Count > 0)
            {
                oList = DataTableToClass.DataTableToList<BrandType>(oR.Data);
                return oList;
            }
            else return null;
        }

        public static string GetConnectionString()
        {
            string entityConnectionString = ConfigurationManager.ConnectionStrings["ERPEntities"].ConnectionString;
            string providerConnectionString = new EntityConnectionStringBuilder(entityConnectionString).ProviderConnectionString;
            return providerConnectionString;
        }

public static List DataTableToList(this DataTable table) where T : class, new()

        {
           try
            {
                List list = new List();
                foreach (var row in table.AsEnumerable())
               {
                    T obj = new T();
                    foreach (var prop in obj.GetType().GetProperties())
                    {
                        try
                        {
                            PropertyInfo propertyInfo = obj.GetType().GetProperty(prop.Name);

                            propertyInfo.SetValue(obj, Convert.ChangeType(row[prop.Name], propertyInfo.PropertyType), null);

                        }
                        catch
                        {
                            continue;
                        }
                    }
                    list.Add(obj);
                }
                return list;
            }
            catch
            {
                return null;
            }
        }

    <link href="~/js/chosen.css" rel="stylesheet" type="text/css" runat="server" />
    <script src="<%#ResolveUrl("~") %>js/chosen.jquery.js" type="text/javascript"></script>



<asp:DropDownList ID="ddlAssignGroup" class="form-control"
     CssClass="chosen-select" Width="157px" runat="server">
</asp:DropDownList>


  <script type="text/javascript">

        var config = {
            '.chosen-select': {},
        }
        for (var selector in config) {
            $(selector).chosen(config[selector]);
        }
      </script>


Out put

at this point. everything is ok. but when this page is postback then this option is gone.
then i have find a solution by using this javascript code.

    <script type="text/javascript">
        var prm = Sys.WebForms.PageRequestManager.getInstance();
        prm.add_endRequest(function (s, e) {
            var config = {
                '.chosen-select': {},
            }
            for (var selector in config) {
                $(selector).chosen(config[selector]);
            }
        });
    </script>


this code actually fire when a post back occurs.

Jquery and css link
https://docs.google.com/file/d/0B2qzKDIYFsGgWFZHMFRDNU50SDg/edit

Datagrid  Date column format : 
<sdk:DataGridTextColumn Header="From" IsReadOnly="True"
                                                Binding="{Binding FromDate, StringFormat='{}{0:MM/dd/yyyy}'}" Width="auto"/>


<sdk:DataGridTextColumn Header="Discharge Date"
                                                Binding="{Binding DischargeDate, StringFormat='{}{0:MM/dd/yyyy a\\t h:mm tt}'}"/>
                        

System.Net.WebException: The remote server returned an error: NotFound

 

 

 

 

1. Namespace for data grid           xmlns:sdk="http://schemas.microsoft.com/winfx/2006/xaml/presentation/sdk"


2.     <sdk:DataGrid Name="dataGrid"  AutoGenerateColumns="False" Width="650"
                                  ScrollViewer.VerticalScrollBarVisibility="Auto" Height="150" >
                        <sdk:DataGrid.Columns>

                            <sdk:DataGridTemplateColumn Header="Pay Mode" Width="100">
                                <sdk:DataGridTemplateColumn.CellTemplate>
                                    <DataTemplate>
                                        <ComboBox  Name="cmbPayMode"
                                                  HorizontalAlignment="Left"
                                                  VerticalAlignment="Top" ItemsSource="{StaticResource oBillTypeList}"
                                                  DisplayMemberPath="CatName" SelectedValuePath="CatName"
                                                   SelectedItem="{Binding PayMode, Mode=TwoWay}"
                                                   SelectionChanged="cmbPayMode_SelectionChanged"
                                                  Width="80">
                                        </ComboBox>
                                    </DataTemplate>
                                </sdk:DataGridTemplateColumn.CellTemplate>
                            </sdk:DataGridTemplateColumn>

                           
                        </sdk:DataGrid.Columns>
                    </sdk:DataGrid>


3.   set data grid datasource by your desire datasource



  dataGrid.ItemsSource = oList;

4.  now for combobox data source in your class constructor , before initialize code add this code
            this.Resources.Add("oBillTypeList", oBillTypeList);
oBillTypeList  is a   ObservableCollection. other wise it cannnot load data from wcf ria service result set.

5.  to get data from your combobox or any control you can parse data from this code. or you can set bindmode two way.

foreach (AdvanceCollection p in oList)
                {
                    ComboBox cmbPayMod = dataGrid.Columns[0].GetCellContent(p) as ComboBox;
                    TextBox txtMode = dataGrid.Columns[2].GetCellContent(p) as TextBox;
                   
                }