Imports Xceed.Grid 

Public Class CustomGridPrintDocument
  Inherits GridPrintDocument 

Private m_grid As GridControl 

Public Sub New(ByVal grid As GridControl)
  MyBase.New(grid)
  m_grid = grid
End Sub 

Protected Overrides Sub OnPrintPage(ByVal e As System.Drawing.Printing.PrintPageEventArgs)
      Dim gc As GraphicsContainer = e.Graphics.BeginContainer() 

      Try
         MyBase.OnPrintPage( e )
      Finally
         e.Graphics.EndContainer(gc)
      End Try 

      ' Print added text boxes (header and footers)
      If Not e.Cancel And Me.IsCurrentPrintingPageSelected Then
        Dim brush As New System.Drawing.SolidBrush(Color.Black)

        e.Graphics.DrawString("Page number " + _
                              Me.CurrentPageNumber.ToString(), m_grid.Font, brush, _
                              New RectangleF(e.MarginBounds.X, e.MarginBounds.Y - 20, _
                              e.MarginBounds.Width, e.MarginBounds.Height))

        brush.Dispose()
      End If
End Sub

End Class

using Xceed.Grid;

public class CustomGridPrintDocument : GridPrintDocument
{
  private GridControl m_grid;

  public CustomGridPrintDocument( GridControl grid )
    :base( grid )
  {
    m_grid = grid;
  }

  protected override void OnPrintPage( System.Drawing.Printing.PrintPageEventArgs e )
  {
    GraphicsContainer gc = e.Graphics.BeginContainer();     

    try
    {
      base.OnPrintPage( e );
    }
    finally     
    {        
      e.Graphics.EndContainer( gc );     
    }      

    // Print page number     
    if( !e.Cancel )
    {
      using( System.Drawing.SolidBrush brush = new System.Drawing.SolidBrush( Color.Black ) )
      {
        e.Graphics.DrawString("Page number " + this.CurrentPageNumber.ToString(),
                              m_grid.Font, brush, new RectangleF( e.MarginBounds.X,
                              e.MarginBounds.Y - 20,
                              e.MarginBounds.Width, e.MarginBounds.Height ) );
      }
    }
  }
}

Dim printDocument As New CustomGridPrintDocument(GridControl1)
printDocument.Print()

CustomGridPrintDocument printDocument = new CustomGridPrintDocument( gridControl1 );
printDocument.Print();