protected void GridView1_RowCreated(object sender, GridViewRowEventArgs e)
  ...{
    if (e.Row.RowType == DataControlRowType.Header)
    ...{
      GridViewRow rowHeader = new GridViewRow(0, 0, DataControlRowType.Header, DataControlRowState.Normal);
      rowHeader.BackColor = System.Drawing.Color.White;
      rowHeader.Font.Bold = true;

      TableCellCollection cells = e.Row.Cells;
      TableCell headerCell = new TableCell();
      headerCell.Text = "";
      rowHeader.Cells.Add(headerCell);

      headerCell = new TableCell();
      headerCell.Text = "学生成绩";
      headerCell.ColumnSpan = cells.Count - 1;
      headerCell.HorizontalAlign = HorizontalAlign.Center;

      rowHeader.Cells.Add(headerCell);
      rowHeader.Visible = true;
      GridView1.Controls[0].Controls.AddAt(0, rowHeader);
    }
  }

  protected void GridView1_RowDataBound(object sender, GridViewRowEventArgs e)
  ...{
    e.Row.Attributes.Add("style", "background:#FFF");
  }

------解决方案--------------------
说实话，我本人特别讨厌这个实现。不过还是贴出来吧。
效果


C# code

protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
            GridView1.DataSource = GetTable();
            GridView1.DataBind();
    }
}

private DataTable GetTable()
{
        DataTable dt = new DataTable();

        DataColumn dc = new DataColumn();
        dc.ColumnName = "ID";
        dc.AutoIncrement = true;
        dc.AutoIncrementSeed = 1;
        dc.AutoIncrementStep = 1;

        dt.Columns.Add(dc);
        dt.PrimaryKey = new DataColumn[] { dc };

        dt.Columns.Add("FirstName", typeof(string));
        dt.Columns.Add("LastName", typeof(string));

        dt.Columns.Add("City", typeof(string));
        dt.Columns.Add("Street", typeof(string));

        DataRow dr = dt.NewRow();
        dr["FirstName"] = "元甲";
        dr["LastName"] = "霍";
        dr["City"] = "上海";
        dr["Street"] = "南京路325号";
        dt.Rows.Add(dr);

        dr = dt.NewRow();
        dr["FirstName"] = "真";
        dr["LastName"] = "陈";
        dr["City"] = "佛山";
        dr["Street"] = "东山路15号";
        dt.Rows.Add(dr);

        return dt;

}
protected void GridView1_RowCreated(object sender, GridViewRowEventArgs e)
{
        if (e.Row.RowType == DataControlRowType.Header)
        {
            // 第一行表头
            TableCellCo