C# First Letters list then query to display all items with that le

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I am trying to build a web site using C# 2005 and msSQL, and I am trying to
build a page that displays for products :

A B C D E F G ... Z #

If there is something an item starting with the letter A (for example), the
A would be in BOLD and selectable (same thing for the other letters, # is for
all others).

Once the user click on the starting letter, it would display in a gridview,
all the items that begins with that letter.

The table name is "products" and the fields are "ID", "Name", "Category" and
"Cost". The field to check is "Name".

My questions are:

What is the best way to implement the A ... # line that check with the
database to see if there is any?
What SQL query should I do this?
What controls should I use?
Can you give me an example or an idea of how to do things?

Thanks,

Frederic Hutow