How to incrementally load data in mvccontrib grid in Asp.Net MVC2

I have a large data set and I want to load it incrementally so the user will have faster view loading.

You could implement pagination (using the AsPagination extension method from the MvcContrib.Pagination namespace):

public ActionResult Index()
{
    IEnumerable<MyViewModel> model = ... fetch from somewhere the dataset
    return View(model.AsPagination(1, 10));
}

and in your view:

@model IPagination<MyViewModel>
@(Html
    .Grid<MyViewModel>(Model)
    .Columns(columns =>
    {
        columns.For(x => x.Id);
        columns.For(x => x.Name);
    })
)
@Html.Pager(Model)

The documentation contains examples.