Esto puede ayudarte..
<asp:SqlDataSource ID="SDSMeses" runat="server" ConnectionString="<%$ ConnectionStrings:ConnectionString %>"
SelectCommand="SELECT DISTINCT [Mes] FROM [m_calendario] ORDER BY [Mes]">
</asp:SqlDataSource>
<asp:DropDownList ID="DDLMeses" runat="server" AutoPostBack="True" DataSourceID="SDSMeses"
DataTextField="ano_inicio" DataValueField="ano_inicio">
</asp:DropDownList>
<asp:SqlDataSource ID="SDSDatos" runat="server" ConnectionString="<%$ ConnectionStrings:ConnectionString %>"
SelectCommand="SELECT * FROM DataTable AND MONTH(DataTable.fecha_registro) = @MES">
<SelectParameters>
<asp:ControlParameter ControlID="DDLMeses" Name="MES" PropertyName="SelectedValue" />
</SelectParameters>
</asp:SqlDataSource>
<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="true" DataSourceID="SDSDatos"
Font-Size="X-Small" SkinID="GridViewSkin" > ....... <asp:GridView />