I have this DropDownList:
You need to write the below code which help you to select all option for category.
In Code behind file
SqlConnection con = new SqlConnection(str);
string com = "select * all from tbl_Cat";
SqlDataAdapter adpt = new SqlDataAdapter(com, con);
DataTable dt = new DataTable();
adpt.Fill(dt);
DropDownList1.DataSource = dt;
DropDownList1.DataBind();
DropDownList1.DataTextField = "Categorie";
DropDownList1.DataValueField = "Cat_ID";
DropDownList1.DataBind();
DropDownList1.Items.Insert(0, new ListItem("Select ALL", "0"));
Now you can check if drop down selected value is 0, if it is 0 then you can load all the records in the grid.
Let me know if any thing i miss.