Gridview pagination problem

Hello All,

I am facing a problem with gridview ,
that there is more than 800 rows in database , i am retriewving all these record and bind to gridview setting allow paging true and page size 20 ,
it bind and show properly i.e pageing from 1 2 3 4 5 .......

on page index changing i have writ the code
grd.pageindex=e.new pageindex and setting datasource and databind method ... all of wrking fine

but my problem is that as there is currently 800 rows in future it may exxedd , while page load it takes several mint to bind gridview , also if i click page index it takes several time ....

my boss told that i have to get firstly 15 record then i choosing 2 page index i have to retriew next 15 record ... is it possible ... if yes how i can do this ?

thanks