Hi Dona as Ansley sir suggested you could use scat2gridgauss_xy function for more detail go through http://ferret.pmel.noaa.gov/Ferret/documentation/users-guide/appendix-a-external-functions/scat2grid_nobs_xy/
for usage of function and to save variable as netcdf have a look on sample script I just played little bit with your data,other may give better solution to you
! Memory setting it depends on your system
set mem/size=800
! Define axis here
define axis/x=40:100:0.1/units=longitudes xlon
define axis/y=0:25:0.1/units=latitudes ylat
! Define Grid
define grid/x=xlon/y=ylat fun
! Read File Here....
file/skip=1/grid=fun/var="lat,lon,grd" Data.txt
! Regrid your variable into the grid fun
let Grad_1 = grd[g=fun@asn]
! Define limits here for scat2grid function
! Play with radius and cuttoff
define symbol radius = 1
define symbol cutoff = 4.0
let lon_1D = XSEQUENCE(lon)
let lat_1D = XSEQUENCE(lat)
let Grad_1D = XSEQUENCE(Grad_1)
!************************************************************************************************************************
! Call scat2gridgauss_xy function
! for more detail go through
http://ferret.pmel.noaa.gov/Ferret/documentation/users-guide/appendix-a-external-functions/scat2grid_nobs_xy/
!************************************************************************************************************************
let Grad_2 = scat2gridgauss_xy(lon_1D,lat_1D,Grad_1D,\
x[gx=fun],y[gy=fun],($radius),($radius),($cutoff),($cutoff))
! If required then set title and units
set var/title="My title "/units="my units" Grad_2
! Have a look on grid
sh grid Grad_2
contour/fill/key/line/lev=(0,4,0.25) grad_2
go fland 20
go land thick
! For saving use either save
save/file=
myfile_1.nc/clobber grad_2
! OR list
list/file=
myfile_2.nc/clobber grad_2
frame/file=test.gif