First of all clear your question.You are saying your are creating windows application so it's not grid view it's DataGridView Control.You can Set the AutoSizeMode property to None, the Resizable property to False, the ReadOnly property to true, and the Width property to an appropriate value.
or you can Set the AutoSizeMode property to a content-based sizing mode.
See : http://msdn.microsoft.com/en-us/library/fd004dhd.aspx
If you want it for Asp grid view You can use the ItemStyle Property of Grid View.
GridView1.Columns[i].ItemStyle.Width = colWidth;