It's very simple. You have used 3 BoundField Columns and a HyperLinkField Column and so the total columns that are displayed is 4.
But I don't want the EmpName hyperlink as the extra column. I want it in the Second column only.
Delete the second column and move the HyperLinkField Column to the second position and you are done.
<columns>
<asp:BoundField DataField="EmpId" HeaderText="EmpId" SortExpression="EmpId" />
<asp:HyperLinkField DataTextField="EmpName" NavigateUrl="~/Default2.aspx"/>
<asp:BoundField DataField="Desg" HeaderText="Desg" SortExpression="Desg" />
</columns>
Hope this helps!