doesn't come with that built in. To get you started, you are going to need to do something like:
private void DataGrid1_ItemCreated(object sender, DataGridItemEventArgs e) {
if ( e.Item.ItemType == ListItemType.Pager && DataGrid1.CurrentPageIndex > 0) {
LinkButton lbTemp = new LinkButton();
lbTemp.Text = "<";
lbTemp.Click +=new EventHandler(lbTemp_Click);
e.Item.Controls[0].Controls.AddAt(0,lbTemp);
}
}