Comments by SinghPrateek (Top 5 by date)

Are you using LinkButton or HyperLink?
If controls are dynamic still you to have initialize and push the control into the page or any container, at that time set the onclick property of the control,

Another view on this issue:-
Do not allow values which are already present in grid into the drop-down list, so that the problem to validate whether it is unique is not required.
At the time of binding the grid, find the all items from the grid and store it into view state, while adding a new item in the grid, remove the values stored earlier in view state from the drop-down list

Are you getting the error on session on dropdownlist object?
Share code, than we could help in finding the cause

Instead on returning ArrrayList, can you List<string>.

List<string> returnList = new List<string>();

// code to fill the list

return returnList.ToArray();

PS: the snippet is in c#