I solved it in a different way, using javascript : I added this function so a hidden label can take the value of the selected index, and then the selected index take the style of this label.
$().ready(function () {
$('#ctl00_ContentPlaceHolder1_lbPageView(THIS IS DIV ID OF THE ROW WHERE PAGINATION IS GENERATING>a').each(function () {
if ($(this).text() == $('.lblPageNum').text())
{
$(this).css('color', '#FDBE0E');
}
});
});
label:
<asp:Label ID="lblPageNum" style="display:none;" Class="lblPageNum" runat="server" />
and then simply change it in code-behind in the btnclick event
lblPageNum.Text = (pageIndex += 1).ToString();