how to do gridview sorting for the folllowing code?

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ASP.NET

SQL-Server-2008R2

im able to sort gridview based on 2 dropdown list selection. But if suppose dropdown list selected text doesnt have any corresponding records then it must display error msg . how to check this condition. below code sorts gridview when dropdown list items selected and search button pressed. Please note: My dropdown lists are outside gridview.

protected void btnSearch_Click(object sender, EventArgs e)
        {
            string constr = WebConfigurationManager.ConnectionStrings["ConnectString"].ConnectionString;
            using (SqlConnection con = new SqlConnection(constr))
            {
                con.Open();

                DataTable dt = new DataTable();
                SqlCommand cmd = new SqlCommand();
                SqlDataAdapter adp = new SqlDataAdapter();
                try
                {
                    if (ddlMainmenu.SelectedIndex != 0 && ddlStentCat.SelectedIndex != 0)
                    {
                      
                        cmd = new SqlCommand("SearchStentRecords_Sp", con);
                        cmd.CommandType = CommandType.StoredProcedure;
                        cmd.Parameters.AddWithValue("@Action", "SELECT1");
                        cmd.Parameters.AddWithValue("@ddl1", ddlMainmenu.SelectedItem.Text);
                        cmd.Parameters.AddWithValue("@ddl2", ddlStentCat.SelectedItem.Text);
                        adp.SelectCommand = cmd;
                        adp.Fill(dt);
                        GridView1.DataSource = dt;
                        GridView1.DataBind();
                        //da = new SqlDataAdapter("select Addstock.*, Tbl_StentUsageStock.Patient_name,Tbl_StentUsageStock.IP_no,Tbl_StentUsageStock.Date,Tbl_StentUsageStock.Technician_name FROM Addstock INNER JOIN Tbl_StentUsageStock ON  Addstock.StentId=Tbl_StentUsageStock.StentId where Addstock.Device='" + ddlMainmenu.SelectedValue + "' AND Addstock.Category='" + ddlStentCat.SelectedValue + "' AND  Addstock.Used='Y' ", con);

                    }
                    else if (ddlMainmenu.SelectedIndex != 0 && ddlStentCat.SelectedIndex == 0)
                    {

                        //da = new SqlDataAdapter("select Addstock.*, Tbl_StentUsageStock.Patient_name,Tbl_StentUsageStock.IP_no,Tbl_StentUsageStock.Date,Tbl_StentUsageStock.Technician_name FROM Addstock INNER JOIN Tbl_StentUsageStock ON  Addstock.StentId=Tbl_StentUsageStock.StentId where Addstock.Device='" + ddlMainmenu.SelectedValue + "' AND  Addstock.Used='Y' ", con);
                        cmd = new SqlCommand("SearchStentRecords_Sp", con);
                        cmd.CommandType = CommandType.StoredProcedure;
                        cmd.Parameters.AddWithValue("@Action", "SELECT2");
                        cmd.Parameters.AddWithValue("@ddl1", ddlMainmenu.SelectedItem.Text);
                        
                        adp.SelectCommand = cmd;
                        adp.Fill(dt);
                        GridView1.DataSource = dt;
                        GridView1.DataBind();
                    }
                  

                }
                catch (Exception ex)
                {
                    ScriptManager.RegisterStartupScript(this, this.GetType(), "Message", "alert('Error occured : " + ex.Message.ToString() + "');", true);
                }
                finally
                {
                    con.Close();

                }
            }

        }