CREATE TABLE messages
(
msg_id INT PRIMARY KEY AUTO_INCREMENT,
message VARCHAR(150)
);

<script type="text/javascript" src="http://ajax.googleapis.com/
ajax/libs/jquery/1.4.2/jquery.min.js"></script>
<script type="text/javascript">
$(document).ready(function()
{

function loading_show()
{
$('#loading').html("<img src='images/loading.gif'/>").fadeIn('fast');
}

function loading_hide()
{
$('#loading').fadeOut();
}

function loadData(page)
{
loading_show();
$.ajax
({
type: "POST",
url: "load_data.php",
data: "page="+page,
success: function(msg)
{
$("#container").ajaxComplete(function(event, request, settings)
{
loading_hide();
$("#container").html(msg);
});
}
});
}
loadData(1); // For first time page load default results
$('#container .pagination li.active').live('click',function(){
var page = $(this).attr('p');
loadData(page);
});
});

</script>

<?php
if($_POST['page'])
{
$page = $_POST['page'];
$cur_page = $page;
$page -= 1;
$per_page = 15; // Per page records
$previous_btn = true;
$next_btn = true;
$first_btn = true;
$last_btn = true;
$start = $page * $per_page;
include"db.php";
$query_pag_data = "SELECT msg_id,message from messages LIMIT $start, $per_page";
$result_pag_data = mysql_query($query_pag_data) or die('MySql Error' . mysql_error());
$msg = "";
while ($row = mysql_fetch_array($result_pag_data))
{
$htmlmsg=htmlentities($row['message']); //HTML entries filter
$msg .= "<li><b>" . $row['msg_id'] . "</b> " . $htmlmsg . "</li>";
}
$msg = "<div class='data'><ul>" . $msg . "</ul></div>"; // Content for Data
/* -----Total count--- */
$query_pag_num = "SELECT COUNT(*) AS count FROM messages"; // Total records
$result_pag_num = mysql_query($query_pag_num);
$row = mysql_fetch_array($result_pag_num);
$count = $row['count'];
$no_of_paginations = ceil($count / $per_page);
/* -----Calculating the starting and endign values for the loop----- */

//Some Code. Available in download script

}
?>