Yes, you can do that with a little trick.
1. Show the distinct first later of employees from DB
Query like following can help to do so
SELECT DISTINCT LEFT(EmployeeName,1) FROM dbo.Employee
2. Show this with the help of a repeater control like
<asp:repeater runat="server" id="repDemo" xmlns:asp="#unknown">
<itemtemplate>
<asp:linkbutton id="lnkDemo" text="<%#Eval("EmployeeName") %>" runat="server" onclick="lnkDemo_Click" />
</itemtemplate>
</asp:repeater>
3. Code behind should look like
protected void lnkDemo_Click(object sender, EventArgs e)
{
string serachLetter = ((LinkButton)sender).Text.Trim();
}
2. While selecting an item from dropdownlist first show employees with name starts with 'A'
3. Then if user clicks on any other letter he/she can view the desired result
Hopefully this will help.
In case any further assistance is required please let me know :)