<script type = "text/javascript">
window.onload = function () {
var grid = document.getElementById("<%=GridView1.ClientID %>");
var headerCells = grid.getElementsByTagName("th");
for (var i = 0; i < headerCells.length; i++) {
headerCells[i].onclick = function () {
alert(this.innerHTML);
};
}
}
</script>