You can try to use the following steps in order to export custom data which is different from the data binded to WebGrid:

1. Add an ASP.NET Button into the page.
2. In OnClick server-side event handler, rebind the custom data source.
3. Programmatically invoke the export grid feature.
4. Rebind the original data source.

The snippet code below shows how.

protected void Button1_Click(object sender, EventArgs e)
{
    // Step 2: rebind the custom data source
    dsNorthwind_ReadOnlyTableAdapters.ShippersTableAdapter daCustomDataSource = new dsNorthwind_ReadOnlyTableAdapters.ShippersTableAdapter();
    WebGrid1.DataSource = daCustomDataSource.GetData(); // set WebGrid's DataSource 
    WebGrid1.RetrieveStructure();
    WebGrid1.RebindDataSource();

    // Step 3: invoke the Export Grid feature
    WebGrid1.ExportGrid(SetDynInfo()); // export grid data

    // Step 4: rebind the original data source
    dsNorthwind_ReadOnlyTableAdapters.ProductsTableAdapter daOriginalDataSource = new dsNorthwind_ReadOnlyTableAdapters.ProductsTableAdapter();
    WebGrid1.DataSource = daOriginalDataSource.GetData(); // set WebGrid's DataSource 
    WebGrid1.RetrieveStructure();
    WebGrid1.RebindDataSource();
}

private DynARInfo SetDynInfo()
{
    // configure the DynARInfo object   
    // as the parameter for the ExportGrid() method

    // need to configure 4 things :   
    // dynInfo.ReportType   
    // dynInfo.ReportPath   
    // dynInfo.IISReportPath   
    // dynInfo.DynPageOrientation

    DynARInfo dynInfo = new DynARInfo("excel", Server.MapPath("~/TempReports/"), "WebGridToExcel");
    dynInfo.IISReportPath = "/TempReports/";
    dynInfo.DynPageOrientation = PageOrientation.Portrait;
    return dynInfo;
}

WebGrid will show Products table. When the button is clicked, Shippers table will be exported.

Hope this helps.