The GridView control is often used to display tabular data, much like an Excel spreadsheet. However, unlike Excel, the GridView control doesn't have any automatic way of locking the header row so that it doesn't scroll out of view. Check out this
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Read the complete post at http://blogs.iis.net/webtopics/archive/2009/06/23/how-to-add-a-locked-header-row-to-an-asp-net-gridview-control.aspx