Have a look at the code below. The code is written in the rowcreated event of the gridview and adds a page text before the other controls.
protected void GridView1_RowCreated(object sender, GridViewRowEventArgs e)
{
if (e.Row.RowType == DataControlRowType.Pager)
{
Literal ltr = new Literal();
ltr.Text="Page";
e.Row.Controls.AddAt(0, ltr);
}
}
You can set the border colour etc using the row style property of gridview.