With your SQL Data source, you can filter your GridView using this method:
First you provide your basic information for the data source:
<asp:sqldatasource id="DATASOURCENAME" runat="server" connectionstring="YOUR CONNECTION STRING HERE" SelectCommand = "YOUR SELECT STATEMENT HERE">
Now, below that you specify what will be called as the Control Parameter from which the data can be filtered. In this case, a combo box or a drop down.
<selectparameters>
<asp:controlparameter controlid="THE COMBO BOX CONTROL NAME" name="THE COLUMN WHICH YOU WANT TO FILTER" propertyname="PROPERTY NAME" Type="THE DATA TYPE WHICH IS BEING FILTERED" />
</selectparameters>
And then, you need to close off the SQLDataSource tag.
</asp:sqldatasource>
You can add as many parameters as required to control the data being displayed on the grid. However, watch out for Server postbacks.