Try this.
DataSet ds = new DataSet();
DataTable dt = new DataTable("Dt");
DataColumn dc = new DataColumn("Dc");
dc.DataType = typeof(string);
dt.Columns.Add(dc);
for (int i= 0; i<= List1.Items.Count - 1; i++)
{
DataRow dr = dt.NewRow();
dr[dt.Columns[0]] = List1.Items[i].Text;
dt.Rows.Add(dr);
}
Grd1.DataSource = dt;
Grd1.DataBind();