I have found some interesting information about the paging control, and while I'm still having trouble, this is what I have found...

In my ASP page I have this code at the top:

<%@ Register TagPrefix="dnn" Assembly="DotNetNuke" Namespace="DotNetNuke.UI.WebControls" %>

Then on the page, I refrence this code:

<dnn:pagingcontrol id="ctlPagingControlMyIdeas" runat="server" CssClass="Normal"
                    BackColor="Transparent"></dnn:pagingcontrol>

On the backend in VB:

  Private Overloads Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles MyBase.Load
            Try
                If Not (Request.QueryString(Utility.CurrentPage) Is Nothing) Then
                    CurrentPage = Int32.Parse(Request.QueryString(Utility.CurrentPage))
                    CurrentPageIndex = CurrentPage - 1
                End If
                'If Not Page.IsPostBack Then
                Dim oControler As New IdeaController
                Dim oIdeas As List(Of IdeaInfo) = oControler.GetApprovedIdeas(ModuleId)
                Dim oPageDataSource As New PagedDataSource          ' - This is where I call the pageDataSource
                oPageDataSource.DataSource = oIdeas                           '- I then set it to the Ideas list
                If Me.PageSize > 0 Then
                    oPageDataSource.PageSize = PageSize
                    oPageDataSource.CurrentPageIndex = _CurrentPage - 1
                    oPageDataSource.AllowPaging = True
                End If
                grdAllIdeas.DataSource = oPageDataSource                        ' I set the grids datasource
                grdAllIdeas.DataBind()                                                                 ' and bind it.

                If PageSize = 0 OrElse grdAllIdeas.Items.Count <= PageSize Then
                    ctlPagingControlSearch.Visible = False
                Else                                  ' from here I set it to be visible and set it's properties with a with statement
                    ctlPagingControlSearch.Visible = True
                    With ctlPagingControlSearch
                        .TotalRecords = oControler.Count
                        .PageSize = PageSize
                        .TabID = TabId
                    End With
                End If
               
            Catch ex As Exception
                'MsgBox("Failed and didn't return a value", MsgBoxStyle.Information)
            End Try

        End Sub

=========================================================

Now the problem I'm having is I'm using DevExpress and using a pageControl and tabpages. Now a few of these TabPages call the pagecontrol. However, when clicked it refreshes the page and then it defaults back to the first pagetab in the pagecontrol. When clicking on the tabpage where the pagecontroler was clicked I find that it worked, but I'm still trying to figure out how to not make it postback to the first page. :S