private void BindData(DataGrid DataGrid1, String TableName)
{

//Make The New Connection

SqlConnection conn=new SqlConnection(ConfigurationSettings.AppSettings["<<YourConnectionString>>"]);
SqlCommand cmd=new SqlCommand();

//Pass The Query

cmd.CommandText="SELECT * FROM Students";
cmd.Connection=conn;

//Open The Connection

cmd.Connection.Open();
SqlDataReader dr=cmd.ExecuteReader();

//Give DataSource As Object Of SqlDataReader

DataGridView1.DataSource=dr;

//Bind The Read Data To Your DataGridView

DataGridView1.DataBind();

//Finally Close The Connection

cmd.Connection.Close();
}