Want to show data in GridView

Question

Hi

I have data in DataSet like

        State        DistrictName
           UP          Allahabad
           UP           Kanpur
           UP           Lucknow
           UP           Noida
I want to show data in GridView
Like
        UP
                Allahabad
                Kanpur
                Lucknow
                Noida
But it shows 'UP' against all the district (in a tabular form).
But I want to show result in GridView like the above format.
thanks in Advance

Regards
Anurag