I had same problem, and the simple trick is that you forgot to add Panes tag before HeaderTemplate tag.
Here is the working code, enjoy
<ajaxToolkit:ToolkitScriptManager runat="server" ID="ScriptManager1" />
<ajaxToolkit:Accordion ID="MyAccordion" runat="Server"
SelectedIndex="0" HeaderCssClass="accordionHeader"
ContentCssClass="accordionContent" AutoSize="None"
FadeTransitions="true" TransitionDuration="250"
FramesPerSecond="40" DataSourceID="SqlDataSource1">
<Panes>
</Panes>
<HeaderTemplate> <a href="" onclick="return false;"><%# Eval("Title") %></a> </HeaderTemplate>
<ContentTemplate> <%# Eval("Body") %>
</ContentTemplate>
</ajaxToolkit:Accordion>
<asp:SqlDataSource ID="SqlDataSource1" runat="server"
ConnectionString="<%$ ConnectionStrings:aaaConnectionString %>"
SelectCommand="SELECT [Title], [Body] FROM [Table1]"></asp:SqlDataSource>
Regards,
Imran Baig