You have to write code in grid-view's row data bound event.
In that event you have to find the control in the grid view cell by it's name say "datalist1".
After that type cast the control. once you have the datalist1 object you can assign it a data-source.
protected void gvRatings_RowDataBound(object sender, GridViewRowEventArgs e)
{
if (e.Row.RowType == DataControlRowType.DataRow)
{
DataList DataList1= ((DataList)e.Row.FindControl("DataList1"));
DataList1.DataSource=<some data="" source="" object="">;
}
}
</some>
Rememeber you have to bind data-list of each row of grid separately even if they have same data source. you can you same data-source object if you want to bind them all.