System.Web.UI.WebControls.DataGrid Datagrid;

private void GridPageIndexChanged ( object source, System.Web.UI.WebControls. DataGridPageChangedEventArgs e)
{

  Datagrid.CurrentPageIndex = e.NewPageIndex;

  ArrayList list = new ArrayList();

  list = SampleMethod() ;  // fill the arrayList
           
  if(list.Count!=0)
 {
   Datagrid.DataSource=list;
   Datagrid.DataBind();
  }

}

Add this line to the PageLoad() or  InitializeComponent() ;

this.Datagrid.PageIndexChanged+=new System.Web.UI.WebControls.DataGridPageChangedEventHandler(this.GridPageIndexChanged ) ;