How do I add a Theme to a dynamically added gridview

I have some code that dynamically adds Gridviews to my web page based upon the data.  For example ...
 
Dim dg As New DataGrid dg.SkinID = "gridviewSkin" dg.EnableTheming = True dg.DataSource = source dg.DataBind() Page.Controls(3).Controls.Add(dg) My problem is that the SkinId is not working.  I have read that I need to add the Skin during the "PreInit" event.  How do I do that for a dynamically added gridview?
Any Ideas?
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