How do i paginate query_posts with numeric pagination?

I have post type called blog and i’m showing posts for the type using query_posts, eg.

query_posts('post_type=blog');

I would like to add pagination for this post type in the following format.

[First] [1][2][3][4][5] [Last]

Please let me know how can I do this?

Thanks.

First of all, read this: http://scribu.net/wordpress/wp-pagenavi/right-way-to-use-query_posts.html

Then install this plugin: http://wordpress.org/extend/plugins/wp-pagenavi/