I have a page that displays a lot of content via a DataList control.  However, when printed the DataList spans several pages and breaks up the data.  What I need to be able to do is to add a footer to the bottom of each page that says something like "Continued on next page..." when the user prints the document (printing is done by the user selecting File -> Print).     

I know that the footer is generally controlled by the client's browser, and am not trying to get rid of that; I simply want to add my own message above that. Is there a way to include this footer when printing from a browser?

Not simply put, no. My best suggestion would be to export your page to a PDF using a PDF library for ASP.Net. PDFSharp is a free and open source one, so it's worth a look. I've never used it properly before, but I have had a play around. If you just want to print a big table over a number of pages, this should be able to accomplish your task quite easily, and will allow you to control the pages header and footer yourself.

Hate to tell you, but I use IE7 and it's exactly the same. I doubt you're ever going to be able to do this natively within the browser.

Upon doing research, someone said they have had success in removing / adding headers and footers to IE's printing using the activeX object: http://www.meadroid.com/scriptx/
The complete component is not free, but there is a free portion of it that appears as if it might allow you to edit headers and footers. Check here: http://www.meadroid.com/scriptx/freedep.asp

I just had a quick play with it, and it works wonders. It means that users will need to agree to install the ActiveX object when they visit your page, and it will only work for IE. If you decide to implement this and you need a hand getting it working, just say so and I'll lend a hand.

 Cool, I will check this out.  This is a business app, so forcing an ActiveX control is not a big deal.  Thanks for the info!