I can give you an example.
Let say that the search box is:
txtSearchForMe.Text
Then you make the field on the Grid that show the data you won to highlight
<asp:TemplateField HeaderText="Text" >
<ItemTemplate ><%#GetText(Container.DataItem)%></ItemTemplate>
</asp:TemplateField>
And the code behind
protected string GetText(object oItem)
{
if(txtSearchForMe.Text.Lenght > 0)
{
return DataBinder.Eval(oItem, "cText").Replace(txtSearchForMe.Text, "<b>" + txtSearchForMe.Text + "</b>");
}
else
{
return DataBinder.Eval(oItem, "cText");
}
}
This is a simple idea, you can make it more complicate by splinting the search string to array of separated words and highlight them all.