<asp:UpdatePanel runat="server" ID="theUpdatePanel" UpdateMode="Conditional" ChildrenAsTriggers="True">
    <ContentTemplate>
        <asp:DropDownList runat="server" ID="theDropDownList" OnSelectedIndexChanged="theDropDownList_OnSelectedIndexChanged" EnableViewState="true" AutoPostBack="true" />
        <asp:GridView ID="theGridView" runat="server" AutoGenerateColumns="False">
            <Columns>
                ...
            </Columns>
        </asp:GridView>
    </ContentTemplate>
</asp:UpdatePanel>

public void theDropDownList_OnSelectedIndexChanged(object sender, EventArgs e)
{
    //get value that is stored in theLabel - I know this value is correct every time
    int theValueFromTheLabel = Int32.Parse(theLabel.Text);

    //populate theGridView with data from the DB
    theGridView_Populate(theValueFromTheLabel);

    //update theUpdatePanel (it works for the first change whether this line is here or not)
    theUpdatePanel.Update();
}

protected void theGridView_Populate(int theValueFromTheLabel)
{
    //get value from theDropDownList - this value does change when theDropDownList's value changes
    int theValueFromTheDropDownList = Int32.Parse(theDropDownList.SelectedValue);

    //get data from DB - the data here does change every time theDropDownList's value changed
    ComplexClassController controller = new ComplexClassController();
    List<ComplexClass> data = controller.GetData(theValueFromTheLabel, theValueFromTheDropDownList);

    //load theGridView - this changes the data, but doesn't refresh theGridView to be able to see it
    theGridView.DataSource = data;
    theGridView.DataBind();
}

protected void Page_Load(object sender, EventArgs e)
    {
    if(!ispostback){
       Loadcomobo();
    }
    }

<triggers>
    <asyncpostback ControlID="theDropDownList" />
</triggers>

</asp:UpdatePanel>