This error comes when you are exporting the GridView control in the Visual Studio.NET 2005 BETA Versions. I am using the released version so I never got this error. Anyway, you can solve this error but the trick is very dirty. You have to turn the eventValidation off in order for this to work.
You can do this in the web.config file but in this case the eventValidation will be turned off for all the pages.
<pages enableEventValidation ="false" ></pages>
or you can do this in the Page directive which will turn off the validation for a single page.
<%@ Page Language="C#" EnableEventValidation = "false" AutoEventWireup="true"
CodeFile="ExportGridView.aspx.cs" Inherits="ExportGridView" %>
I hope this helps!