你也可以这样写:
void bind()
        {
    SqlConnection conn=new SqlConnection("server=(local);uid=sa;pwd=0;database=新思维");
    conn.Open();
    string sql="select top 10 * from kcb order by posttime desc";
    SqlDataAdapter sdr=new SqlDataAdapter(sql,conn);
    DataSet ds=new DataSet();
    sdr.Fill(ds,"kcb");
    DataGrid1.DataSource=ds.Table["kcb"];
    DataGrid1.DataBind();
    conn.Close();

    }

conn.Open();
SqlCommand cmd=new SqlCommand(sql,conn);
conn.Open()要放到前面的……

不至于吧……