dropdownlist default value

<asp:DataGrid
    id="DataGrid1" runat="server"
    AutoGenerateColumns="False"
    OnItemDataBound="DataGrid1_ItemDataBound">
    <Columns>
        <asp:BoundColumn DataField="au_fname" HeaderText="au_fname" />
        <asp:TemplateColumn>
            <HeaderTemplate>
                <asp:DropDownList
                    ID="HeaderDropDown" Runat="server"
                    AutoPostBack="True"
                    OnSelectedIndexChanged="DropDown_SelectedIndexChanged" />
            </HeaderTemplate>
            <ItemTemplate>
                <asp:DropDownList
                    ID="ItemDropDown" Runat="server"
                    AutoPostBack="True"
                    OnSelectedIndexChanged="DropDown_SelectedIndexChanged" />
            </ItemTemplate>
        </asp:TemplateColumn>
    </Columns>
</asp:DataGrid>

protected void DataGrid1_ItemDataBound(object sender, DataGridItemEventArgs e)
{
   if(e.Item.ItemType == ListItemType.AlternatingItem ||
      e.Item.ItemType == ListItemType.Item)
   {
      string[] options = { "Option1", "Option2", "Option3" };

      DropDownList list = (DropDownList)e.Item.FindControl("ItemDropDown");
      list.DataSource = options;
      list.DataBind();
   }
   else if(e.Item.ItemType == ListItemType.Header)
   {
      string[] options = { "OptionA", "OptionB", "OptionC" };

      DropDownList list = (DropDownList)e.Item.FindControl("HeaderDropDown");
      list.DataSource = options;
      list.DataBind();
   }
}

if(!isPostBack)
{
//write code or call function for bound your gridview here
}