Cfgrid with database paging

Hello, I'm having some trouble with the cfgrid tag and I hope that you can help me, since I've been googling for hours looking for that and didn't find anything. Here's my problem:

I'm shoing some data in a cfgrid, and everything's working perfectly, but I have a big table in my database and the page takes too long to load. I thought of the idea of paging my database queries, but now I must make the cfgrid show the total number of pages, instead of the number of pages based on the selected records, so I can switch pages executing other selects. Is this possible? If not, what else can I do to make my query faster?