You'll have to be more specific as to what you deem the "start of the refresh".  Are you referring to when the actual HttpRequest is opened, or when the HttpResponse is received?  When letting the WebGrid do databinding for you, it can only be as efficient as the datasource it is bound to.  If for instance, you're binding to a datareader or a dataset, the grid must iterate through all of the data just to get the few rows that it actually needs.  This is obviously a bottleneck for loadondemand f you have a large dataset.  The ObjectDataSource provides a mechanism for paging or partial databinding, and the WebGrid does as well.  By enabling partial databinding, you can drastically improve your page performance.

I've posted some information on how to enable partial databinding in another thread which should be helpful.  http://forums.labs.infragistics.com/forums/p/668/9957.aspx#9957

-Tony