No, you're looking at the right places. You should find the relevant code either in a Code Behind file, or in-line in the ASPX page.
However, it makes sense that you cannot find it; that's what the compiler is complaining about. Add the method signature to the Code Behind file, or remove the OnPageIndexChanged attribute from your DataGrid, depending on what it is you're trying to accomplish.

Look here for more info about the OnPageIndexChanged method.

Cheers,

Imar
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Imar Spaanjaars
Everyone is unique, except for me.