page index change for large gridview that has huge data

Try this one and let me know the result.

Add this method in the asp:Grid in aspx page

//Add OnPageIndexChanging and PageSize="30" as shown below.
                        PagerSettings-Position="TopAndBottom" PagerStyle-Font-Bold="true" PageSize="30"
                        PagerStyle-HorizontalAlign="Right" AutoGenerateColumns="False" CellPadding="1"
                        Font-Bold="False" Font-Names="Arial, Helvetica, sans-serif" Font-Size="12px">
                       
                       
                       
                           
                       
 

//Add this line in the code behind

protected void gvProduct_PageIndexChanging(object sender, System.Web.UI.WebControls.GridViewPageEventArgs e)
    {
        string sMonth = ddlMonth.SelectedItem.Value;
        string sYear = ddlYear.SelectedItem.Value;

        try
        {
            string sCompanyCode = Session["CompanyCode"].ToString();
            ds = new DataSet();
            dt = new System.Data.DataTable();
          
//Retrieve the data set and assign it to data table

            gvEmployee.PageIndex = e.NewPageIndex;
            gvEmployee.DataSource = dt;
            gvEmployee.DataBind();
        }
        catch (Exception ex)
        {
        }
        finally
        {
            clsCommon.CloseDB();
        }
    }

I just give u the idea. Please try this and let me know the status if u wish.
Thanks