I am refering this article :
http://aspsnippets.com/Articles/Search-GridView-records-data-on-TextBox-KeyPress-using-jQuery-in-ASPNet.aspx
now when i type something in header Search cell , it shows the data of first page index only , it won't show me data from 2nd page index .. here's my code :
protected void PhasesTempGrid_OnDataBound(object sender, EventArgs e)
    {
        GridViewRow row = new GridViewRow(0, 0, DataControlRowType.Header, DataControlRowState.Normal);
        for (int i = 0; i < PhasesTempGrid.Columns.Count - 1; i++)
        {
            TableHeaderCell cell = new TableHeaderCell();
            TextBox txtSearch = new TextBox();
            txtSearch.Attributes["placeholder"] = "Search Here.";
            txtSearch.CssClass = "search_textbox";
            cell.Controls.Add(txtSearch);
            row.Controls.Add(cell);
        }
        PhasesTempGrid.HeaderRow.Parent.Controls.AddAt(1, row);
    }
My gridview is in update panel therefore i did this in .js script :
var prm = Sys.WebForms.PageRequestManager.getInstance();
prm.add_endRequest(function () {
    $(document).ready(function () {
              $('.search_textbox').each(function (i) {
            $(this).quicksearch("[id$='PhasesTempGrid'] tr:not(:has(th))", {
                'testQuery': function (query, txt, row) {
                    return $(row).children(":eq(" + i + ")").text().toLowerCase().indexOf(query[0].toLowerCase()) != -1;
                }
            });
        });
    });
});
Here's my code structure for gridview :
<asp:UpdatePanel ID="ConstructionActPhaseUpdatePanel" UpdateMode="Conditional" runat="server"> 
                                                <ContentTemplate> 
                                           
                                                    <asp:gridview ID="PhasesTempGrid" ClientIDMode="Static" OnDataBound="PhasesTempGrid_OnDataBound" allowpaging="True" OnPageIndexChanging="PhasesTempGrid_OnPageIndexChanging"   PageSize = "5"  PagerStyle-CssClass="custompaging" AllowSorting="True" runat="server" AutoGenerateColumns="False" CssClass="table table-bordered" BackColor="White" ForeColor="Black" BorderStyle="Groove" ShowFooter="True"    >
                                                       
                                                        <Columns>
                                                         
                                                            <asp:TemplateField HeaderText="Activity Code">
                                                                <ItemTemplate>
                                                                    <asp:Label ID="ACodeLabel" runat="server" Text='<%#Eval("ACode") %>'></asp:Label>
                                                                </ItemTemplate>
                                                            </asp:TemplateField>
                                                            <asp:TemplateField HeaderText="Activity Sequence">
                                                                <ItemTemplate>
                                                                    <asp:Label ID="ASeqLabel" runat="server" Text='<%#Eval("ASeq") %>'></asp:Label>
                                                                </ItemTemplate>
                                                            </asp:TemplateField>
                                                            <asp:TemplateField HeaderText="Construction Phase">
                                                                <ItemTemplate>
                                                                    <asp:Label ID="CPhaseTempLabel" runat="server" Text='<%#Eval("CPhase") %>'></asp:Label>
                                                                </ItemTemplate>
                                                            </asp:TemplateField>
                                                            <asp:TemplateField HeaderText="Activity Description / Name">
                                                                <ItemTemplate>
                                                                    <asp:Label ID="ADescLabel" runat="server" Text='<%#Eval("ADesc") %>'></asp:Label>
                                                                </ItemTemplate>
                                                            </asp:TemplateField>
                                                          
                                                            <asp:TemplateField>
                                                                <ItemTemplate>
                                                                    <asp:LinkButton ID="RemoveRow" CssClass="btn btn-blue btn-block" OnClick="RemoveRow_OnClick" runat="server" >Remove</asp:LinkButton>
                                                                </ItemTemplate>
                                                            </asp:TemplateField>
                                                        </Columns>
                                                        <FooterStyle CssClass="panel-heading" />
                                                        <PagerStyle BackColor="PaleGoldenrod" ForeColor="DarkSlateBlue" HorizontalAlign="Center" />
                                                        <HeaderStyle  CssClass="customGridViewHeader"  ForeColor="black"/>  
                                                    </asp:gridview>
                                             
                                                </ContentTemplate>
                                                <Triggers>
                                                    <asp:AsyncPostBackTrigger ControlID="AddRowBTN" EventName="ServerClick" />
                                                    <asp:AsyncPostBackTrigger ControlID="SubmitBtn" EventName="ServerClick" />
                                                    <asp:AsyncPostBackTrigger ControlID="PhasesTempGrid"/>
                                                </Triggers>
                                            </asp:UpdatePanel> 
and the way i bind the data to gridview is from textboxes ....
refer my this question ,
http://www.aspforums.net/Threads/509076/How-to-create-a-GridView-dynamically-and-show-temporary-data-from-Textboxes-to-GridView-in-ASPNet/
the answer which azim gave was perfect , i used that article here ...