I want to suggest you that: during protein purification you can use dnase and rnase...if contamination is coming from protein then it will be removed...
The second thing which confusing me is: Why there is no smear band in your GndnHCl treated samples....
@Ankit Gupta, I've no idea why the GuHCl produces no smear; the whole complex just precipitates out when i add the loading dye. I use the 6X loading dye from fermentas.
Also, a PhD student has already demonstrated that the EMSA could be performed in an agarose gel. All the protein samples do not seem to have DNA from purification. I'm thinking that maybe the PD10 columns we use have DNA contaminants. The protein very specifically binds a target sequence, so the bands should only either come from a contaminant with the same/related sequence, else I can't seem to give an explanation off the top of my head.
Honestly I'm just baffled by that band produced by the free protein. @Nazia Abbas, The DNA control lane is under the 'ran through heparin column' box.
I'll probably try anion exchange with ~0.5M++ NaCl; but then since the protein eluted at ~1M NaCl through the heparin column, I'm not so sure if ion-ex will work. This seems to be a pretty tightly bound complex.
I think only possibility is to try treating the protein preparation with DNase / RNases (as suggested by others) and then try without any probe. If still it gives a band then I ll be forced to believe that the protein someway binds to EtBr directly. Its at least shown under certain conditions http://www.springerlink.com/content/r871l173461kh448/
In addition since it was not there before, u should may be recheck the amount of EtBr concentration used here.
By the way about using EtBr/agarose gels for EMSA. I found this paper....at least suggesting that it is not too good for assays involving multi-protein complexes http://www.ncbi.nlm.nih.gov/pubmed/1495986
Is it possible that the band you see in the protein alone lane is actually just protein stained with ethidium bromide? In this paper (MOLECULAR BIOLOGY REPORTS Volume 5, Number 4 (1979), 209-214, DOI: 10.1007/BF00782890) it seems that protein can be detected using ethidium bromide, with a detection limit of 0.5-1µg. Although this report is using a different type of gel than yours, it may be applicable.