In stead of Bound Field use Template Field for the Combob box column
<asp:TemplateField HeaderText="Example">
<ItemTemplate>
<asp:DropDownList ID="ddExample" AutoPostBack="false" runat="server" />
</ItemTemplate>
</asp:TemplateField>
and in .cs file write the function to get values need to listed on Drop Down
and on gdv_RowDatabound event bind it with gridview
like this
<pre lang="c#"><pre>DropDownList ddexample = (DropDownList)e.Row.FindControl("ddExample");
ddexample .DataSource = options;
ddexample .DataTextField =options.Columns["Examples"].ToString();
ddexample .DataValueField = options.Columns["Examples"].ToString();
ddexample .DataBind();
TableCell gridview= e.Row.Cells[10];
ddexample .SelectedValue = ddexample .Text;