To show the header in the gridview ,
We have to desing the gridview header in the Table and put it inside the EmptyDataTemplate of the gridview as given below.
<asp:GridView ID="GridView1" runat="server" CssClass="th">
<EmptyDataTemplate>
<table>
<tr>
<td>
<b>&Namelt;/b></td>
</tr>
</table>
</EmptyDataTemplate>
</asp:GridView>