<asp:TemplateColumn>
<ItemTemplate>
<asp:ImageButton runat="server" ToolTip="Click to move this row up" ImageUrl="~/Images/Up.gif" ID="btnUp" CommandName="MoveUp" />
</ItemTemplate>
</asp:TemplateColumn> 

Private Sub YourDataGrid_ItemCommand(ByVal source As Object, ByVal e As DataGridCommandEventArgs)
Dim rowID As Int32 = DirectCast(dgMainMenu.DataKeys(e.Item.ItemIndex), Int32)

        Dim rowIndex As Int32 = 0
        Dim rowToBeMoved As DataRow = Maindt.NewRow()
        For i As Int16 = 0 To CShort(Maindt.Rows.Count - 1)
            'create a copy of the row to be moved
            If Maindt.Rows(i)("MNU_MENU_ID").Equals(rowID) Then
                rowIndex = i
                rowToBeMoved("MNU_MENU_ID") = Maindt.Rows(i)("MNU_MENU_ID")
                rowToBeMoved("MNU_ITEM_NAME") = Maindt.Rows(i)("MNU_ITEM_NAME")
                rowToBeMoved("MNU_ITEM_URL") = Maindt.Rows(i)("MNU_ITEM_URL")
                Exit For
            End If
        Next

        Select Case e.CommandName
            Case "MoveUp"
                If rowIndex > 0 Then
                    'delete the selected row
                    Maindt.Rows(rowIndex).Delete()
                    Maindt.AcceptChanges()
                    'add the rowToBeMoved
                    Maindt.Rows.InsertAt(rowToBeMoved, rowIndex - 1)
                    Maindt.AcceptChanges()

                    dgMainMenu.SelectedIndex = rowIndex - 1
                End If
                Exit Select
            Case "MoveDown"
                If rowIndex < Maindt.Rows.Count - 1 Then
                    Maindt.Rows(rowIndex).Delete()
                    Maindt.AcceptChanges()
                    Maindt.Rows.InsertAt(rowToBeMoved, rowIndex + 1)
                    Maindt.AcceptChanges()
                    dgMainMenu.SelectedIndex = rowIndex + 1
                End If
                Exit Select
            Case "Jump"
                Try
                    Dim txtJumpTemp As TextBox = CType(e.Item.FindControl("txtJump"), TextBox)
                    Dim jumprowIndex As Integer = CInt(txtJumpTemp.Text)
                    If rowIndex >= 0 And rowIndex < Maindt.Rows.Count Then
                        'delete the selected row
                        Maindt.Rows(rowIndex).Delete()
                        Maindt.AcceptChanges()
                        'add the rowToBeMoved
                        Maindt.Rows.InsertAt(rowToBeMoved, jumprowIndex - 1)
                        Maindt.AcceptChanges()

                        dgMainMenu.SelectedIndex = jumprowIndex - 1
                    End If
                Catch ex As Exception
                    'ShowMessage("Specify a Row No. - Should be an Integer")
                End Try

                Exit Select
        End Select

        Session("MainOrder") = Maindt
    End Sub