I am doing this now and its working:--
protected void grdOrder_PageIndexChanging(Object sender, GridViewPageEventArgs e)
{
DataRow drValues = dtValues.NewRow();
dtValues.Rows.Add(drValues);
dtValues.AcceptChanges();
grdOrder.DataSource = dtValues;
grdOrder.DataBind();
grdOrder.Visible = true;
grdOrder.PageIndex = e.NewPageIndex;
grdOrder.DataBind();
}
But,Every time i open next page while adding items,a row is left blank and then new records are added.No row is left blank in the page if i don't open the page before all rows are filled.