Does setting DataKeyNames property make sense when dynamically binding data?

[sacolunga]

I am new to asp.net and want to know that does setting DataKeyNames property make sense when dynamically binding data? I have bind data using following code\[code\]gvCategory.DataSource = objCategoryInfo;gvCategory.DataBind();\[/code\]here gvCategory is my gridview that I created at designview and objCategoryInfo is my datasource. Is it necessay to set DataKeyNames property at design time.?Thanks in advance.