design help! browser-based control for 10,000 records

I'm trying to design a user control that will be used on an ASP driven web page. It's going to be displaying tens of thousands of records from a database.

I'm trying to make it feasible and efficient, and I would appreciate any design comments anyone has.

Has anyone designed something like this before? any tips?

I'm thinking that the activeX control will hold the DB connection itself and then populate asynchronously. Are there any other possibilities?