应该是在:
public void onitemdatabound(object sender,DataGridItemEventArgs e)
{
DropDownList ddl=(DropDownList)e.Item.Cells[4].FindControl("DropDownList1");
if(ddl!=null)
{
OleDbConnection conn=new OleDbConnection();
conn.ConnectionString=connstr;
OleDbDataAdapter da=new OleDbDataAdapter("select * from test",conn);
DataSet ds=new DataSet();
da.Fill(ds,"test");
                                     DropDownList1.DataSouce = ds;
                                     DropDownList1.DataTextField = "value";
                                     DropDownList1.DataValueField = "value";
                                     DropDownList1.DataBoud(); 
}
}