I did create module with paging - after a lot of tests (of different paging methods) I use Row_number() SQL Server built-in function (rownum() for oracle or equivalent for other databases). This method provide the fastest results and is universal - do not need any stored procedures. It paging millions of records in fraction of second. (see examples - live demo with million records or download full functional module http://components.init.si)

I'm not sure how to implement this function into ms gridview, but I'm sure there is the way...

Primoz

It's very easy to do paging in DNN using gridview.

codebehind:

Protected Sub gridView1_PageIndexChanging(ByVal sender As Object, ByVal e As GridViewPageEventArgs)
            gridview1.PageIndex = e.NewPageIndex
            gridview1.DataBind()
        End Sub

ascx:

add this to asp:gridview

OnPageIndexChanging="gridView1_PageIndexChanging"

that's all also make sure paging is set to true.