how to use Pager control in gridview without page refreshing

You can use EnableSortingAndPagingCallbacks = "true"

 For Example

<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="False" AllowSorting = "true"

 DataSourceID="SqlDataSource1" EnableSortingAndPagingCallbacks = "true">

 <Columns>

  <asp:BoundField DataField="FIRST_NAME" HeaderText="First Name"

                    SortExpression="FIRST_NAME" />

  <asp:BoundField DataField="LAST_NAME" HeaderText="Last Name"

                    SortExpression="LAST_NAME" />

  <asp:BoundField DataField="ADDRESS" HeaderText="Address"

                    SortExpression="ADDRESS" />

 </Columns>                 

</asp:GridView>