如下图的效果: 

protected void Page_Load(object sender, EventArgs e)
        {
            if (!IsPostBack)
            {
                DataTable dt = GetCategory().Tables[0];
            //绑定数据到栏目列表上
            BindToChannelList(dt, 0);

            }
        }

/// <summary>
        /// 递归绑定数据到ddlChannelList控件上，形成树状结构
        /// </summary>
        /// <param name="dt">数据源</param>
        /// <param name="categoryid">栏目id</param>
        private void BindToChannelList(DataTable dt, int categoryid)
        {

             //DataView dv = dt.DefaultView;使用这句在asp.net 1.1中会出现"在位置 1 处没有任何行。"的错误,感谢阿耀同学的帮助.

             DataView dv=new DataView(dt);
            
            dv.RowFilter = " ParentID= " + categoryid.ToString(); //过滤

            int layer = 0; //默认为第一层
            foreach (DataRowView drv in dv)
            {
                layer = int.Parse(drv["Layer"].ToString().Trim()); //取得第几层
                string span = "";
                if (categoryid != 0)
                {
                    for (int i = 0; i < layer; i++)
                    {
                        span += "　";
                    }
                    span += "|╴";//添加前面的空格
                }

                ListItem li = new ListItem();
                li.Text = span + drv["CategoryName"].ToString();
                li.Value = drv["CategoryID"].ToString();
                this.ddlChannelList.Items.Add(li);
                BindToChannelList(dt, Convert.ToInt32(drv["CategoryID"]));
            }
        }

----数据库表结构

CREATE TABLE [Category] (
 [CategoryID] [int] IDENTITY (1, 1) NOT NULL ,
 [CategoryName] [nvarchar] (255)  NOT NULL ,
 [Layer] [int] NULL  DEFAULT (1),
 [ParentID] [int] NULL  DEFAULT (0),
 [Intro] [nvarchar] (255)  NULL ,
 [AddTime] [datetime] NULL  DEFAULT (getdate()),
 CONSTRAINT [PK_Category] PRIMARY KEY  CLUSTERED
 (
  [CategoryID]
 )  ON [PRIMARY]
) ON [PRIMARY]
GO