Using Paging for huge amount of data (Need SQL and Function)

Question

Hi....... 

I am using 3 tier architecture in ASP.NET. I have so many tables in my database and some table has 1000's of data. In earlier forums , i saw answers that use 
paging for gridview instead of filling the full dataset. Can any one give me an idea on using this paging and can any one give me what would be the sql statement 
on using paging. 

Please give me detail information as am new to these architectures and methods. 

Thanks and Regards 
Sankar