>>But this means querying ALL records form the database each time, 
which can
be very excessive when your dealing with a very large database.

Right.

 >>Has anyone come up with a good solution of only querying the records you
actually need (rows 40 -59 for example).

If you are using MySQL, you can use the clause LIMIT 39, 40 in your SELECT.

In MS SQL and Access, there is the TOP clause to limit the number of 
records,
but I'm not sure if and how you can set the first one.

In Oracle, there is ROWNUM...


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