I don't know what your sql statement is like, but I was having the same issue you were and finally figured out that you have to set the paging yourself, using LIMIT
in MySQL (it's a bit more complicated in MSSQL).
--MySQL, PHP
"SELECT * FROM Students ORDER BY Name ASC LIMIT" . $_REQUEST['jtStartIndex'] .
"," . $_REQUEST['jtPageSize'];
--SQL Server, ASP
"SELECT * FROM
(SELECT ROW_NUMBER() OVER (ORDER BY Name ASC) AS Row, * FROM Students)
AS StudentsWithRowNumbers
WHERE Row > " & Request.QueryString("jtStartIndex") & " AND Row <= " &
Request.QueryString("jtPageSize")