Merging 2 columns should applicable for all pages in grid.

private void button1_Click(object sender, EventArgs e)
        {
            OpenFileDialog openFileDialog1 = new OpenFileDialog();

            openFileDialog1.InitialDirectory = "Desktop";
            openFileDialog1.Filter = "dat files (*.DAT)|*.DAT|All files (*.*)|*.*";
            openFileDialog1.FilterIndex = 2;
            openFileDialog1.RestoreDirectory = true;

            if (openFileDialog1.ShowDialog() == DialogResult.OK)
            {
                try
                {
                    FileName = openFileDialog1.FileName;
                    string text = System.IO.File.ReadAllText(FileName);
                    datfile = text.Split(new string[] { "\r\n", "\n" }, StringSplitOptions.None);
                    //Added on 2015-12-02
                    maxRec = datfile.Length - 1;
                    PageCount = maxRec / pageSize;
                    LoadPage(MyFOrmat);
                    //char c = (char)20;
                    #region Before Paging Concept


                    //dataGridView1.Rows.Clear();
                    //dataGridView1.Columns.Clear();
                    //string text = System.IO.File.ReadAllText(openFileDialog1.FileName);
                    //String[] datfile = text.Split(new string[] { "\r\n", "\n" }, StringSplitOptions.None);
                    //int rowindex = 0;

                    //for (int RowCount = 0; RowCount <= datfile.Length - 1; RowCount++)
                    //{
                    //    if (datfile[RowCount].ToString() != "")

                    //    {
                    //        if (RowCount == 0)
                    //        {
                    //            string[] column = datfile[RowCount].Trim('þ').Split('\u0014');
                    //            for (int i = 0; i <= column.Length - 1; i++)
                    //            {
                    //               // if (column[i].ToString() != '\u0014')//0x00B6\\
                    //                if (column[i].ToString() != "" && column[i].ToString() != "\u0014")//¶ ¶  ¶  

                    //                {
                    //                    //string columnT = column[i].ToString().Trim('þ');

                    //                    DataGridViewTextBoxColumn dgvtxtcountry = new DataGridViewTextBoxColumn();
                    //                    dgvtxtcountry.HeaderText = column[i].ToString().Trim('þ');
                    //                    dgvtxtcountry.Name = column[i].ToString().Trim('þ');
                    //                    dataGridView1.Columns.Add(dgvtxtcountry);
                    //                    cmbList.Add(column[i].Trim('þ'));
                    //                }
                    //              // i++;
                    //            }
                    //        }

                    //        if (RowCount != 0)
                    //        {
                    //            dataGridView1.Rows.Add();
                    //            //string[] column = datfile[RowCount].Trim('þ').Split('þ');
                    //            string[] column = datfile[RowCount].Trim('þ').Split('\u0014');
                    //            int index = 0;
                    //            for (int i = 0; i <= column.Length - 1; i++)
                    //            {
                    //                if (column[i].ToString() != "" && column[i].ToString() != "\u0014")
                    //                //if (column[i].ToString() != "" && column[i].ToString() != "¶")
                    //                {
                    //                    dataGridView1.Rows[rowindex].Cells[index].Value = column[i].Trim('þ');
                    //                    index += 1;
                    //                }
                    //            }
                    //            rowindex += 1;
                    //        }

                    //    }
                    //}
                    #endregion
                }
                catch (Exception ex)
                {
                    MessageBox.Show("Error: Could not read file from disk. Original error: " + ex.Message);
                }
            }

CODE FOR MERGING TWO COLUMNS:

<pre lang="C#">private void btnMerge_Click(object sender, EventArgs e)
     {
         frmMerge fs = new frmMerge(dataGridView1);
         fs.cmbColumn1.DataSource = cmbList;

         for (int i = 0; i <= cmbList.Count - 1; i++)
         {
             fs.cmbColumn2.Items.Add(cmbList[i]);
         }

         fs.ShowDialog();
     }

Thanks in advance.