Re:

If you want to apply different filters to three grids, you can place filter dropdown lists the datagrid or gridview header. Create server events to the dropdown so that the datagrid gets filtered based on dropdown selection.

Hope this idea might help you.

If you're using asp.net 2.0. There is a gridview filter example provided in the downloadable example in the below link.

http://aspnet.4guysfromrolla.com/articles/031506-1.aspx