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How to use grid header search in paging screen

I want to use grid header search boxes by using similar code mentioned below.

mygrid.attachHeader(" ,#text_filter,#select_filter, ,#cspan,#cspan,#cspan,#cspan");

Does this work in paging mode -- mygrid.enablePaging(true,15,5,"pagingArea",true,"recinfoArea");

Thanks and Regards,
Pravu Mishra.

Are you using dynamic row loading? Inbuild grid filtering is fully client side ant it require all rows to be loaded at once. 
In case of dynamic loading you should to implement server side filtering. Please find more information here http://www.dhtmlx.com/docs/products/dhtmlxConnector/index.shtml