Prova a settare queste impostazioni al datagrid

<aspataGrid id="DataGrid1" runat="server" Height="85px" Width="622px" OnPageIndexChanged="saltapagina" AllowCustomPaging="false" PageSize="5" AllowPaging="True" AutoGenerateColumns="False" ShowFooter="True" AllowSorting="true" OnSortCommand="DataGrid1_Sort">

Sub saltapagina(ByVal sender As Object, ByVal e As DataGridPageChangedEventArgs)
DataGrid1.CurrentPageIndex = e.NewPageIndex
binddata()
End Sub

Sub DataGrid1_Sort(ByVal Sender As Object, ByVal E As DataGridSortCommandEventArgs)

Sub BindGrid(ByVal SortField As String)

Dim DS As DataSet
Dim MyConnection As OleDbConnection
Dim MyCommand As OleDbDataAdapter
Dim quanti As Integer
MyConnection = New OleDbConnection("Provider=Microsoft.Jet.OLEDB.4.0; Data Source=C:\Web\Outlet\database\catalogo2.mdb;")
MyConnection.Open()
MyCommand = New OleDbDataAdapter("SELECT * FROM Catalogo", MyConnection)
DS = New DataSet()
MyCommand.Fill(DS, "Catalogo")
' in quanti viene inserito il numero di record della tabella
quanti = DS.Tables("Catalogo").Rows.Count.ToString()
Dim sources As DataView = DS.Tables("Catalogo").DefaultView
sources.Sort = SortField
DataGrid1.DataSource = sources
DataGrid1.DataBind()
End Sub

Fammi saxe che succede