Applying formatting to bound datagrid column values

I have a datagrid that is bound to a SQL data source.  The grid displays just fine in the browser.  However, I'm pulling from a DB2 database from an AS/400, and all the data values are capitalized.  Is there a way to format a bound column as mixed case/propercase?  Example:  'Hello World' instead of 'HELLO WORLD'

A couple of ideas I thought of without luck:
1. Format on the database side - unfortunately, DB2 doesn't appear to have a "ProperCase"-type function.
2. Use a function to format the column value - I created a function to convert a string to "proper case", however, I don't know how to use it in the datagrid definition.
3. Use the 'DataFormatString' parameter on the column - I don't think this is capable of doing what I want - looks like it's mainly for dates, numbers, and currency.

Ideas?  Here is a snippet of my DataGrid def:

<ASP:DataGrid id="dgResults" runat="server">
   <Columns>
       <asp:BoundColumn HeaderText="Key" DataField="pmkey" DataFormatString="{0:##-#-####-##}" />
       <asp:BoundColumn HeaderText="First Name" DataField="pmfirst" />
       <asp:BoundColumn HeaderText="Last Name" DataField="pmlast" />
       <asp:BoundColumn HeaderText="Address" DataField="pmaddr" />
       <asp:ButtonColumn HeaderText="Photo" />
   </Columns>
</ASP:DataGrid>

I'd like the 'pmfirst' and 'pmlast' column values to be displayed in "proper"/mixed case.