The grid does nothing to do. Actually your server side code should make these calculation. I suppose you use something like the examples and if the page limit is * then you should check your code server side since if param=*,
The problem I've seen is with the pager, which chokes on rowNums it doesn't like 'All','0' will end up returning NaN values in recordtext.
The way I've gotten around this is to add a rowNum option of 100000000 or some other arbitrarily huge #, and then add a jquery call to make the pulldown look nice:
add to grid options:
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rowList:[10,20,30,100000000],<br/>
loadComplete:function(){<br/>
$("option[value=100000000]").text('All');<br/>
}
YMMV. It would be nice if jgGrid had an elegant built in way to handle this.