...
DataTable
  dt=new DataTable();

if(FillInfo(dt))
{
   if(Smth)
   {
      BoundColumn
        tmpBoundColumn=new BoundColumn();

      tmpBoundColumn.HeaderText="ghost";
      dg.Columns.Add(tmpBoundColumn);
      dg.ItemCommand+=new DataGridCommandEventHandler(dg_ItemCommand);
   }
   dg.DataSource=dt;
   dg.DataBind();
}
...
private void dg_ItemDataBound(object sender, System.Web.UI.WebControls.DataGridItemEventArgs e)
{
   if(e.Item.ItemType==ListItemType.Item || e.Item.ItemType==ListItemType.AlternatingItem)
   {
      if(Smth && SmthEtc)			  
      {
         Button
           tmpButton=new Button();

         tmpButton.Text="Button";
         tmpButton.CommandName="ButtonCmd";
         tmpButton.CommandArgument=e.Item.Cells[ 0 ].Text;
         e.Item.Cells[e.Item.Cells.Count- 1 ].Controls.Add(tmpButton);
      }
   }
}