Thank you for immediate reply Mudassar.
The values of the gridview varies dynamically. So it is not possible to have a fixed width for columns and the header. So I have to look for alternate solution. I have tried the link http://aspsnippets.com/Articles/Scrollable-GridView-with-Fixed-Headers-using-jQuery-Plugin.aspx.The only problem with the jquery plugin is alignment and I have given proper width as you mentioned. I have placed the gridview inside panel.
Please find the code
<asp:Panel ID="PanelTest" runat="server">
<asp:GridView ID="GridViewTest" runat="server"
DataSourceID="Projects" AllowSorting="True" AllowPaging="True" PageSize="15">
<Columns>
.....//Have around 15 columns
</Columns>
</asp:GridView>
</asp:Panel>