Firstly, why are you calling ToString on existign strings?
string sHeaders = "";
for (int j = 0; j < dGV.Columns.Count; j++)
sHeaders = sHeaders.ToString() + Convert.ToString(dGV.Columns[j].HeaderText) + "\t";
string stLine = "";
for (int j = 0; j < dGV.Rows[i].Cells.Count; j++)
stLine = stLine.ToString() + Convert.ToString(dGV.Rows[i].Cells[j].Value) + "\t";
Secondly, we can't help you - we don;t have any access to yoru DGV, and you need that to check what is going on.
So, it's going to be up to you.
Fortunately, you have a tool available to you which will help you find out what is going on: the debugger. If you don't know how to use it then a quick Google for "Visual Studio debugger" should give you the info you need.
Put a breakpoint on the first line in the function, and run your code through the debugger. Then look at your code, and at your data and work out what should happen manually. Then single step each line checking that what you expected to happen is exactly what did. When it isn't, that's when you have a problem, and you can back-track (or run it again and look more closely) to find out why.
Sorry, but we can't do that for you - time for you to learn a new (and very, very useful) skill: debugging!