this.BindToDataGrid();删掉

你所谓的BindToDataGrid()应该是人家自己写的一个函数
DataGrid先指定DataSource
如 DataSet ds=new DataSet();
this.DataGrid1.DataSource=ds.Tables[0];
this.DataGrid1.DataBind();
就可以了

public class WebForm1 : System.Web.UI.Page
    {
        protected System.Web.UI.WebControls.DataGrid DataGrid1;
    
        private void Page_Load(object sender, System.EventArgs e)
        {
            // 在此处放置用户代码以初始化页面
            if(!this.IsPostBack)
            {
                SqlConnection conn=new SqlConnection("Server=.;uid=sa;pwd=;database=Northwind");
                conn.Open();
                SqlDataAdapter da=new SqlDataAdapter("select * from Clerks",conn);
                DataSet ds=new DataSet();
                da.Fill(ds,"Clerks");
                this.DataGrid1.DataSource=ds.Tables["Clerks"];
                this.DataGrid1.DataBind();
                conn.Close();
            }
        }
    }