I feel your pain :)

Here is the way I do it

1. Drop somewhere on a page a LinkButton (let say with id = LinkButton1),
wire up Click event to LinkButton1_OnClick
2. Make a Text property empty... We do not want to see that LinkButton. It's
a decoy to generate Click event

3. In every row of your datagrid  instead of button have  it like this
<input type="button" OnClick="__doPostBack('LinkButton1','<%#Eval("ID")%>')"

NOTE: not a server control. Just plain html. you can have a link if you want
to..
like <a
href="javascript:__doPostBack('LinkButton1','<%#Eval("ID")%>')">Click Me
</a>

4. in LinkButton1_OnClick get the row ID by reading __EVENTARGUMENT
int iRowId = Int32.Parse(Request.Form["__EVENTARGUMENT"]);

PS: code is simplified to make it clear.
In reality you will need to use LinkButton1.ClientID instead of hardcoded
value 'LinkButton1'

So  <a href="javascript:__doPostBack('LinkButton1','<%#Eval("ID")%>')">Click
Me </a>
will be
<a
href="javascript:__doPostBack('<%=LinkButton1.ClientID%>','<%#Eval("ID")%>')">Click
Me </a>

Good luck.
George.