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Thanks for your response. setPage doesnt work, instead i have tried changePage which works fine, this resolved the issue of getting user to first page, now the problem is, rows are not getting sorted.

Sorry for inconvenience, it was my mistyping, the correct code is

    mygrid.attachEvent("onBeforeSorting",function(){
       mygrid.changePage(0);
       return true;
    });


the code need to return true, because in other case sorting will be blocked.