Hi,
You can implement IPagedCollectionView on the view that the DataGrid is bound to - you can then add a pager control.
In the MoveToPage method you can test to see if the requested page has been loaded and if not Query CRM for the data.
See http://msdn.microsoft.com/en-us/library/system.componentmodel.ipagedcollectionview(v=vs.95).aspx
Hope this helps,
Scott
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