TabIndex will not change the order of columns in your GridView. You can modify the Gridview's Columns collection in your code-behind by removing the column from its current position in the collection and then re-insert it into the new position.
For example, if you wanted to move the second column to be the first column you could do:
var columnToMove = GridView1.Columns[1];
GridView1.Columns.RemoveAt(1);
GridView1.Columns.Insert(0, columnToMove);