Use FlyGrid.NavBarButtonClick:
[Vb.Net]
Private Sub InitGrid(ByVal flyGrid as FlyGrid)
  '..... some intitialization code
  ' connect to NavBarButtonClick event
  AddHandler flyGrid.NavBarButtonClick, AddressOf Me.NavBarButtonClick
End Sub
Private Sub NavBarButtonClick(ByVal sender As System.Object, ByVal e As System.EventArgs)
  Dim be As ButtonClickArgs = CType(e, ButtonClickArgs)
  System.Diagnostics.Debug.WriteLine("Navigation bar button has been clicked, Button: " + be.Button.ToString())
End Sub