<asp:DataGrid id="DataGrid1" OnItemCommand="DataGrid1_ItemCommand" ...etc.

protected void DataGrid1_ItemCommand(object sender, DataGridCommandEventArgs e)
{
    int index = e.Item.ItemIndex;
}

		#region Web Form Designer generated code
		override protected void OnInit(EventArgs e)
		{
			//
			// CODEGEN: This call is required by the ASP.NET Web Form Designer.
			//
			InitializeComponent();
			base.OnInit(e);
		}
 
		/// <summary>
		///		Required method for Designer support - do not modify
		///		the contents of this method with the code editor.
		/// </summary>
		private void InitializeComponent()
		{
			this.Load += new System.EventHandler(this.Page_Load);
			this.DataGrid1.ItemCommand += new DataGridCommandEventHandler(DataGrid1_ItemCommand);
 
		}
		#endregion