Paging in Gridview with datatable

[user1980]

Hello

Can somebody please help me with the paging in a grid-view.
please find my code below

SqlDataAdapter sda = new SqlDataAdapter();
        DataTable dt = new DataTable();
        protected void search_Click(object sender, EventArgs e)
        {
            string connstring = System.Configuration.ConfigurationManager.ConnectionStrings["xxxxxxxxxx"].ConnectionString;
            SqlConnection conn = new SqlConnection(connstring);
            SqlCommand cmd = new SqlCommand("sp_xxxxxx_New");
            cmd.CommandType = CommandType.StoredProcedure;
            cmd.Connection = conn;
            cmd.Parameters.AddWithValue("@city", city.Text);
            cmd.Parameters.AddWithValue("@state_abbrev", state.SelectedValue);
            sda.SelectCommand = cmd;
            sda.Fill(dt);
            GridView.DataSource = dt;
            GridView.DataBind();
 
        }
        protected void GridView_PageIndexChanging(Object sender, GridViewPageEventArgs e)
        {
 
            GridView.PageIndex = e.NewPageIndex;
            //sda.Fill(dt);
            GridView.DataSource = dt;
            GridView.DataBind();
        }

i understand that I am missing something very important here..but do not know what it is.
I get the search results normally. but when I click on the page number 2..the page refreshes and all the results are gone.

Also I was unable to figure out how can I display the message that there are no search results if the stored procedure returns no rows.

looking forward for help

thanks in advance