public class ExcelCreator
{
    public static void DataSetToExcel(int aid,DataSet dataSet,HttpResponse response)
    {
    response.Clear();
    response.ContentType="application/vnd.ms-excel";
    response.Charset="iso-8859-9";

    StringWriter stringWriter=new StringWriter();
    HtmlTextWriter htmlTextWriter=new HtmlTextWriter(stringWriter);

    DataGrid dataGrid=new DataGrid();
    dataGrid.DataSource=dataSet.Tables[0];
    dataGrid.DataBind();
    dataGrid.RenderControl(htmlTextWriter);
    response.Write(stringWriter.ToString());
    response.End();
    }
}


ExcelCreator.DataSetToExcel(id,dataSet,Response);

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 ) ;