SqlDataSource paging is lame:
Note that the paging operation in the preceding example is being performed entirely by the GridView control over the DataView returned by SqlDataSource, which supports the ICollection interface. In this case, the GridView retrieves all of the data records from the data source, renders a subset of the rows, and then discards the remaining rows. This is sometimes called "UI paging" because the logic for paging is happening in the rendering layer of the GridView control. While convenient for paging over arbitrary collections, this is not necessarily the most efficient way to page over data. It is also possible to configure paging at the data source interface level, so that GridView requests only as many rows as it needs from the data source in order to render the current page. The SqlDataSource control does not support interface-level paging at this time.
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