Private Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles MyBase.Load
If Not Page.IsPostBack Then
            bindDG()
End If
End Sub

Private Sub dg_ItemDataBound(ByVal sender As Object, ByVal e As System.Web.UI.WebControls.DataGridItemEventArgs) Handles dg.ItemDataBound
If e.Item.ItemType = ListItemType.Item  Then
Dim btn As Button
btn = New Button
btn.Text = "Click Me"
btn.ID = e.Item.Cells(i).Text

AddHandler btn.Click, AddressOf btn_Click
e.Item.Cells(i).Controls.Add(btn)
end if
End Sub

Protected Sub btn_Click(ByVal sender As Object, ByVal e As System.EventArgs)
Select Case CType(sender, Button).Text
Case "Click Me"
trace.write("Hello")
End Select