DataGridPageChangedEventHandler not firing

[Winista]

This event is not firing for my grid. Here are some details..

1. AutoGenerateColumns is set to "False"
2. Columns added at runtime.
3. PageIndex change event does get added in InitializeComponent of the page.

I have seen some people reproting this mess up with paging and sorting when
columns are generated at run time.
Any solution? Any ideas?

Thanks