You can create the SqlDataSource control in Asp.net 2.0 dynamically. Always remember to add the control to the Page control using the Controls.Add method.
protected void Button1_Click(object sender, EventArgs e)
{
SqlDataSource s = new SqlDataSource();
s.ID = "mySqlSourceControl";
Page.Controls.Add(s);
s.ConnectionString = ConfigurationManager.ConnectionStrings["MyDatabase"].ConnectionString;
s.UpdateCommand = "UPDATE Person SET Name = @Name WHERE PersonID = 6";
ControlParameter param = new ControlParameter();
param.ControlID = "TextBox1";
param.Name = "Name";
param.PropertyName = "Text";
s.UpdateParameters.Add(param);
s.Update();
s.DataBind();
}