Or you can hide the row using JavaScript -
protected void GridView1_RowDataBound(object sender, GridViewRowEventArgs e)
{
if (e.Row.RowType == DataControlRowType.DataRow)
{
LinkButton lnk = e.Row.Cells[0].Controls[0] as LinkButton;
if (lnk != null)
{
lnk.OnClientClick = string.Format("document.getElementById('{0}').style.display = 'none'; return false;", e.Row.ClientID);
}
}
}
This code assumes that the "Select" link is in the first column.