Step 1: Take Script Manager first.

Step 2: Then take UpdateProgress Ajax Control (you can take load images...)

Step 3: Take UpdatePanel Control; in that take Gridview, button ok

Now double click on Button and Load Data the Data.

You have to create a method to bind the data to the Button.

You have to write code as shown below.

Coding..

 protected void Button1_Click(object sender, EventArgs e)
{
BindData();
}
protected void BindData()
{
SqlConnection cn = new SqlConnection("Data Source=SHASHI-PC;Initial Catalog=shashi;User ID=sa;word=omsairam");
// SqlCommand cmd = new SqlCommand("select * from emp", cn);
 SqlDataAdapter da = new SqlDataAdapter("select * from emp", cn);
DataSet ds = new DataSet();
da.Fill(ds);

System.Threading.Thread.Sleep(4000);

GridView1.DataSource = ds.Tables[0];
GridView1.DataBind();
}